+1.2%
USO vs FSLR
-26.7%
+27.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +2.5% |
| 7D | -1.4% | -12.0% | +10.5% | -4.2% |
| 30D | -4.6% | -7.7% | +3.1% | -5.7% |
| 3M | +14.7% | -24.0% | +38.8% | +9.4% |
| 6M | +1.2% | -24.4% | +25.7% | -1.7% |
| All | +1.2% | -26.7% | +27.9% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling