+359.4%
ORLY vs FSLR
+461.4%
-102.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -2.1% | -0.1% | -2.0% | -2.2% |
| 30D | -7.6% | -14.0% | +6.4% | -6.9% |
| 3M | -5.5% | -16.9% | +11.4% | -4.7% |
| 6M | -9.7% | +4.7% | -14.5% | -10.5% |
| YTD | -6.2% | -20.7% | +14.4% | -5.7% |
| 1Y | -18.6% | +1.7% | -20.3% | -19.7% |
| 3Y | +33.8% | +13.1% | +20.8% | +27.1% |
| 5Y | +116.5% | +108.4% | +8.1% | +85.7% |
| All | +359.4% | +461.4% | -102.1% | +218.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling