+99.6%
USO vs FSLR
+29.6%
+70.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.9% | -14.8% | +12.9% | -2.2% |
| 30D | -5.2% | -4.3% | -0.9% | -5.2% |
| 3M | +16.4% | -23.4% | +39.8% | +16.2% |
| 6M | +2.5% | -26.9% | +29.4% | +2.5% |
| YTD | +110.5% | -34.4% | +144.9% | +112.1% |
| 1Y | +108.4% | -33.2% | +141.6% | +109.7% |
| 3Y | +99.6% | +28.1% | +71.6% | +80.0% |
| All | +99.6% | +29.6% | +70.0% | +80.0% |
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