+222.2%
FSLR vs REPL
+37.4%
+184.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -12.0% | +9.8% | -21.8% | -12.4% |
| 30D | -7.7% | +81.5% | -89.2% | -10.6% |
| 3M | -24.0% | +44.2% | -68.2% | -25.6% |
| 6M | -24.4% | +437.4% | -461.9% | -33.7% |
| YTD | -34.0% | +126.1% | -160.2% | -41.5% |
| 1Y | -35.6% | +143.1% | -178.7% | -43.2% |
| 3Y | +28.7% | +97.8% | -69.2% | -6.3% |
| 5Y | +55.3% | -34.3% | +89.6% | +26.6% |
| All | +222.2% | +37.4% | +184.8% | +114.1% |
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