+46.1%
ORCL vs FSLR
+64.7%
-18.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.1% |
| 7D | +3.8% | -8.4% | +12.2% | +5.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.5% |
| 3M | -11.4% | -26.1% | +14.6% | -7.4% |
| 6M | -33.3% | -23.6% | -9.6% | -30.6% |
| YTD | -33.3% | -31.8% | -1.4% | -30.0% |
| 1Y | -44.9% | -32.6% | -12.3% | -42.2% |
| 3Y | +17.6% | +33.0% | -15.4% | +8.5% |
| 5Y | +46.1% | +56.8% | -10.7% | +29.9% |
| All | +46.1% | +64.7% | -18.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling