+454.3%
FSLR vs RIG
-42.7%
+497.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | +6.8% | -2.7% | +9.5% | +7.2% |
| 30D | -14.7% | +9.5% | -24.2% | -16.0% |
| 3M | -22.6% | -6.6% | -15.9% | -22.1% |
| 6M | +12.7% | -2.9% | +15.6% | +12.0% |
| YTD | -18.4% | +39.5% | -57.8% | -23.7% |
| 1Y | +4.9% | +82.3% | -77.3% | -6.4% |
| 3Y | +16.4% | -29.6% | +46.0% | +15.6% |
| 5Y | +123.5% | +63.2% | +60.3% | +86.4% |
| 10Y | +454.3% | -45.0% | +499.3% | +395.9% |
| All | +454.3% | -42.7% | +497.0% | +395.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling