-64.2%
USO vs FSLR
+603.3%
-667.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +3.6% |
| 7D | -1.4% | -12.0% | +10.5% | -0.1% |
| 30D | -4.6% | -7.7% | +3.1% | -3.9% |
| 3M | +14.7% | -24.0% | +38.8% | +17.7% |
| 6M | +1.2% | -24.4% | +25.7% | +3.0% |
| YTD | +111.2% | -34.0% | +145.2% | +116.7% |
| 1Y | +109.3% | -35.6% | +144.9% | +115.1% |
| 3Y | +103.5% | +28.7% | +74.8% | +83.5% |
| 5Y | +160.9% | +55.3% | +105.6% | +120.9% |
| 10Y | +86.9% | +437.4% | -350.5% | +25.4% |
| All | -64.2% | +603.3% | -667.4% | -74.0% |
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 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