+3,891.4%
ORLY vs FSLR
+734.5%
+3,156.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -5.9% | -13.7% | +7.7% | -4.8% |
| 3M | -0.6% | -35.1% | +34.5% | +2.8% |
| 6M | -6.8% | +3.6% | -10.4% | -7.8% |
| YTD | -3.6% | -21.7% | +18.1% | -2.6% |
| 1Y | -16.3% | +1.3% | -17.6% | -17.7% |
| 3Y | +39.1% | +9.7% | +29.4% | +30.9% |
| 5Y | +125.4% | +117.4% | +8.1% | +91.6% |
| 10Y | +366.5% | +435.5% | -68.9% | +240.6% |
| All | +3,891.4% | +734.5% | +3,156.9% | +2,656.5% |
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 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