-65.2%
USO vs FSLR
+734.5%
-799.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +9.5% | 0.0% | +9.5% | +9.4% |
| 30D | +23.6% | -13.7% | +37.2% | +25.5% |
| 3M | +3.8% | -35.1% | +38.9% | +8.4% |
| 6M | +55.0% | +3.6% | +51.4% | +52.3% |
| YTD | +105.3% | -21.7% | +127.0% | +107.6% |
| 1Y | +91.4% | +1.3% | +90.1% | +86.7% |
| 3Y | +84.6% | +9.7% | +74.9% | +70.8% |
| 5Y | +191.7% | +117.4% | +74.4% | +137.4% |
| 10Y | +73.3% | +435.5% | -362.2% | +16.9% |
| All | -65.2% | +734.5% | -799.7% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling