+17.3%
OXY vs FSLR
+429.3%
-412.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +4.2% | -14.8% | +19.0% | +7.4% |
| 30D | -4.3% | -4.3% | 0.0% | -3.9% |
| 3M | +2.3% | -23.4% | +25.7% | +7.0% |
| 6M | +5.5% | -26.9% | +32.5% | +10.0% |
| YTD | +44.9% | -34.4% | +79.3% | +52.6% |
| 1Y | +42.6% | -33.2% | +75.8% | +49.0% |
| 3Y | +0.7% | +28.1% | -27.3% | -19.5% |
| 5Y | +96.9% | +54.5% | +42.3% | +34.0% |
| All | +17.3% | +429.3% | -412.0% | -48.6% |
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