+270.3%
ORCL vs FSLR
+429.3%
-159.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | -14.8% | +22.8% | +10.5% |
| 30D | -4.0% | -4.3% | +0.3% | -3.5% |
| 3M | -19.5% | -23.4% | +3.9% | -16.4% |
| 6M | -33.5% | -26.9% | -6.5% | -30.6% |
| YTD | -34.8% | -34.4% | -0.4% | -31.5% |
| 1Y | -41.6% | -33.2% | -8.4% | -38.8% |
| 3Y | +13.8% | +28.1% | -14.3% | +5.5% |
| 5Y | +43.4% | +54.5% | -11.1% | +25.2% |
| All | +270.3% | +429.3% | -159.1% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling