+100.7%
USO vs FSLR
-0.3%
+101.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +2.1% |
| 7D | +6.2% | +0.2% | +6.0% | +6.3% |
| 30D | +19.1% | -15.1% | +34.2% | +16.7% |
| 3M | +14.2% | -22.5% | +36.8% | +12.1% |
| 6M | +43.7% | +4.0% | +39.8% | +46.4% |
| YTD | +116.8% | -22.3% | +139.1% | +123.3% |
| All | +100.7% | -0.3% | +101.1% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling