+122.0%
OXY vs FSLR
+734.5%
-612.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | -13.7% | +25.2% | +15.0% |
| 3M | +2.8% | -35.1% | +37.9% | +11.9% |
| 6M | +13.0% | +3.6% | +9.4% | +9.6% |
| YTD | +47.4% | -21.7% | +69.1% | +51.0% |
| 1Y | +31.5% | +1.3% | +30.2% | +25.6% |
| 3Y | -1.9% | +9.7% | -11.6% | -15.5% |
| 5Y | +148.0% | +117.4% | +30.6% | +69.1% |
| 10Y | +2.3% | +435.5% | -433.2% | -47.7% |
| All | +122.0% | +734.5% | -612.5% | +7.1% |
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