+361.0%
ORLY vs FSLR
+466.5%
-105.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.4% | +2.2% | -4.6% | -2.5% |
| 30D | -6.8% | -7.8% | +1.1% | -6.4% |
| 3M | -4.8% | -22.9% | +18.2% | -3.5% |
| 6M | -9.1% | +4.4% | -13.5% | -9.9% |
| YTD | -5.9% | -20.0% | +14.1% | -5.4% |
| 1Y | -20.4% | +2.8% | -23.2% | -21.5% |
| 3Y | +36.6% | +16.5% | +20.0% | +29.4% |
| 5Y | +117.3% | +110.3% | +7.0% | +86.3% |
| All | +361.0% | +466.5% | -105.5% | +219.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling