-26.0%
FSLR vs RIG
+43.0%
-69.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.6% | +12.3% | +4.7% |
| 7D | +10.3% | -18.8% | +29.1% | +10.7% |
| 30D | +10.4% | -1.1% | +11.5% | +9.5% |
| 3M | -20.2% | +4.4% | -24.6% | -21.0% |
| 6M | -8.0% | -20.8% | +12.8% | -7.9% |
| YTD | -25.5% | +32.0% | -57.5% | -32.7% |
| 1Y | -26.0% | +39.7% | -65.7% | -35.2% |
| All | -26.0% | +43.0% | -69.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling