+8.1%
ORCL vs FSLR
+36.7%
-28.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.5% |
| 7D | -6.5% | -2.6% | -3.9% | -6.2% |
| 30D | -16.6% | +1.8% | -18.3% | -16.9% |
| 3M | -21.6% | -24.4% | +2.8% | -17.8% |
| 6M | -39.4% | -17.7% | -21.6% | -37.2% |
| YTD | -38.7% | -30.7% | -7.9% | -35.3% |
| 1Y | -50.4% | -33.6% | -16.7% | -47.4% |
| 3Y | +8.1% | +35.1% | -27.0% | -4.5% |
| All | +8.1% | +36.7% | -28.6% | -4.5% |
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 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