+6.6%
ON vs FSLR
+29.6%
-23.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +12.2% | -14.8% | +27.0% | +17.7% |
| 30D | -3.1% | -4.3% | +1.2% | -2.3% |
| 3M | -12.9% | -23.4% | +10.5% | -6.0% |
| 6M | -38.6% | -26.9% | -11.6% | -32.0% |
| YTD | +31.2% | -34.4% | +65.6% | +47.4% |
| 1Y | +47.6% | -33.2% | +80.8% | +64.7% |
| 3Y | +6.6% | +28.1% | -21.4% | -9.9% |
| All | +6.6% | +29.6% | -23.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling