+3,800.5%
ORLY vs FSLR
+770.4%
+3,030.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.6% |
| 7D | -2.3% | +6.8% | -9.2% | -2.9% |
| 30D | -8.2% | -14.7% | +6.5% | -6.9% |
| 3M | -3.5% | -22.6% | +19.0% | -1.7% |
| 6M | -9.2% | +12.7% | -21.9% | -10.9% |
| YTD | -5.8% | -18.4% | +12.5% | -5.2% |
| 1Y | -19.3% | +4.9% | -24.2% | -20.9% |
| 3Y | +34.4% | +16.4% | +18.0% | +25.8% |
| 5Y | +117.8% | +123.5% | -5.6% | +84.8% |
| 10Y | +356.9% | +454.3% | -97.4% | +232.6% |
| All | +3,800.5% | +770.4% | +3,030.1% | +2,583.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling