+77.0%
USO vs FSLR
+431.1%
-354.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +3.1% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | +19.1% | -15.1% | +34.2% | +20.6% |
| 3M | +14.2% | -22.5% | +36.8% | +16.2% |
| 6M | +43.7% | +4.0% | +39.8% | +41.7% |
| YTD | +116.8% | -22.3% | +139.1% | +119.2% |
| 1Y | +104.3% | 0.0% | +104.3% | +100.5% |
| 3Y | +91.5% | +10.9% | +80.7% | +78.2% |
| 5Y | +214.1% | +105.4% | +108.7% | +156.7% |
| 10Y | +77.0% | +447.0% | -370.0% | +10.7% |
| All | +77.0% | +431.1% | -354.1% | +10.7% |
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