+91.4%
USO vs FSLR
+9.6%
+81.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +2.7% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | +19.1% | -15.1% | +34.2% | +19.0% |
| 3M | +14.2% | -22.5% | +36.8% | +14.4% |
| 6M | +43.7% | +4.0% | +39.8% | +43.3% |
| YTD | +116.8% | -22.3% | +139.1% | +118.6% |
| 1Y | +104.3% | 0.0% | +104.3% | +103.4% |
| All | +91.4% | +9.6% | +81.7% | +79.0% |
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