+713.0%
FSLR vs RBA
+686.4%
+26.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.3% |
| 7D | +15.3% | +4.3% | +11.1% | +13.3% |
| 30D | +11.7% | +16.3% | -4.7% | +4.4% |
| 3M | -17.6% | +1.3% | -18.9% | -18.4% |
| 6M | -7.7% | -11.1% | +3.3% | -4.1% |
| YTD | -23.0% | -8.5% | -14.5% | -21.8% |
| 1Y | -26.0% | -2.1% | -23.9% | -27.0% |
| 3Y | +36.9% | +44.6% | -7.7% | +10.0% |
| 5Y | +72.9% | +36.8% | +36.1% | +37.3% |
| 10Y | +519.3% | +227.3% | +292.0% | +202.8% |
| All | +713.0% | +686.4% | +26.7% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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