+276.1%
FSLR vs REPL
+35.1%
+241.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.2% | +2.3% |
| 7D | +15.3% | +22.8% | -7.4% | +14.1% |
| 30D | +11.7% | +63.8% | -52.1% | +8.7% |
| 3M | -17.6% | +68.1% | -85.7% | -20.1% |
| 6M | -7.7% | +528.5% | -536.2% | -19.9% |
| YTD | -23.0% | +122.4% | -145.4% | -31.7% |
| 1Y | -26.0% | +154.4% | -180.4% | -35.0% |
| 3Y | +36.9% | +68.0% | -31.1% | +1.8% |
| 5Y | +72.9% | -35.4% | +108.3% | +41.1% |
| All | +276.1% | +35.1% | +241.0% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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