+927.6%
ORCL vs FSLR
+734.5%
+193.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -13.7% | +23.6% | +12.2% |
| 3M | -32.6% | -35.1% | +2.5% | -28.3% |
| 6M | +4.9% | +3.6% | +1.3% | +4.1% |
| YTD | -17.8% | -21.7% | +4.0% | -15.6% |
| 1Y | -28.0% | +1.3% | -29.3% | -28.9% |
| 3Y | +36.0% | +9.7% | +26.3% | +27.4% |
| 5Y | +88.7% | +117.4% | -28.6% | +54.8% |
| 10Y | +346.9% | +435.5% | -88.6% | +197.8% |
| All | +927.6% | +734.5% | +193.1% | +507.2% |
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