+42.4%
ON vs FSLR
-29.8%
+72.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.7% | +13.9% | +11.3% |
| 7D | -1.4% | +5.3% | -6.7% | -4.3% |
| 30D | -10.9% | +7.8% | -18.6% | -14.5% |
| 3M | -14.9% | -23.4% | +8.5% | -4.3% |
| 6M | -33.0% | -12.9% | -20.1% | -25.9% |
| YTD | +27.6% | -26.7% | +54.3% | +41.9% |
| All | +42.4% | -29.8% | +72.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling