+1,117.3%
ON vs FSLR
+734.5%
+382.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -3.3% | -13.7% | +10.4% | +0.9% |
| 3M | -43.6% | -35.1% | -8.5% | -35.6% |
| 6M | +19.0% | +3.6% | +15.3% | +18.4% |
| YTD | +37.4% | -21.7% | +59.1% | +46.7% |
| 1Y | +54.8% | +1.3% | +53.5% | +51.9% |
| 3Y | -25.2% | +9.7% | -34.9% | -33.2% |
| 5Y | +62.7% | +117.4% | -54.6% | +13.3% |
| 10Y | +574.3% | +435.5% | +138.9% | +244.3% |
| All | +1,117.3% | +734.5% | +382.9% | +463.0% |
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