+726.4%
FSLR vs RBA
+602.4%
+123.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | -2.9% | +2.9% | +1.3% |
| 30D | -13.7% | -12.3% | -1.4% | -8.8% |
| 3M | -35.1% | -20.5% | -14.6% | -29.0% |
| 6M | +3.6% | -18.5% | +22.2% | +12.0% |
| YTD | -21.7% | -18.2% | -3.5% | -16.3% |
| 1Y | +1.3% | -27.5% | +28.8% | +13.8% |
| 3Y | +9.7% | +38.1% | -28.4% | -10.0% |
| 5Y | +117.4% | +44.8% | +72.6% | +67.0% |
| 10Y | +435.5% | +187.1% | +248.4% | +177.6% |
| All | +726.4% | +602.4% | +123.9% | +139.9% |
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