+1,039.3%
ON vs FSLR
+638.7%
+400.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.3% | +2.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.7% |
| 30D | -10.2% | +1.8% | -12.0% | -11.0% |
| 3M | -12.7% | -24.4% | +11.6% | -5.9% |
| 6M | -32.5% | -17.7% | -14.8% | -28.6% |
| YTD | +28.6% | -30.7% | +59.3% | +41.5% |
| 1Y | +43.4% | -33.6% | +77.0% | +59.3% |
| 3Y | +3.3% | +35.1% | -31.8% | -13.7% |
| 5Y | +22.5% | +63.1% | -40.6% | -7.5% |
| 10Y | +535.7% | +466.4% | +69.3% | +222.4% |
| All | +1,039.3% | +638.7% | +400.6% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling