-2.3%
OXY vs FSLR
+15.2%
-17.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.8% |
| 7D | -0.5% | +6.8% | -7.3% | -0.8% |
| 30D | +8.5% | -14.7% | +23.2% | +9.3% |
| 3M | +6.0% | -22.6% | +28.6% | +7.4% |
| 6M | +13.0% | +12.7% | +0.3% | +11.4% |
| YTD | +48.9% | -18.4% | +67.2% | +50.2% |
| 1Y | +36.4% | +4.9% | +31.5% | +34.3% |
| 3Y | -2.3% | +16.4% | -18.7% | -7.9% |
| All | -2.3% | +15.2% | -17.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling