+214.1%
USO vs FSLR
+112.6%
+101.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +14.2% | -22.5% | +36.8% | +14.7% |
| 6M | +43.7% | +4.0% | +39.8% | +43.1% |
| YTD | +116.8% | -22.3% | +139.1% | +118.2% |
| 1Y | +104.3% | 0.0% | +104.3% | +103.2% |
| 3Y | +91.5% | +10.9% | +80.7% | +85.7% |
| 5Y | +214.1% | +105.4% | +108.7% | +199.6% |
| All | +214.1% | +112.6% | +101.5% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling