+244.8%
ORCL vs FSLR
+498.1%
-253.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | -11.2% | +15.3% | -26.5% | -13.1% |
| 30D | -18.8% | +11.7% | -30.5% | -20.2% |
| 3M | -18.8% | -17.6% | -1.2% | -16.7% |
| 6M | -39.7% | -7.7% | -32.0% | -39.1% |
| YTD | -39.6% | -23.0% | -16.6% | -38.0% |
| 1Y | -51.7% | -26.0% | -25.7% | -50.2% |
| 3Y | +10.2% | +36.9% | -26.6% | +1.1% |
| 5Y | +30.8% | +72.9% | -42.1% | +12.4% |
| All | +244.8% | +498.1% | -253.3% | +139.5% |
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