+466.4%
FSLR vs RIG
-49.1%
+515.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -2.6% | -12.2% | +9.6% | -0.9% |
| 30D | +1.8% | -6.0% | +7.8% | +2.2% |
| 3M | -24.4% | -9.4% | -14.9% | -23.8% |
| 6M | -17.7% | -19.1% | +1.3% | -16.1% |
| YTD | -30.7% | +25.4% | -56.1% | -34.6% |
| 1Y | -33.6% | +23.3% | -57.0% | -37.2% |
| 3Y | +35.1% | -22.1% | +57.2% | +31.6% |
| 5Y | +63.1% | +50.1% | +12.9% | +37.3% |
| 10Y | +466.4% | -50.7% | +517.1% | +420.9% |
| All | +466.4% | -49.1% | +515.6% | +420.9% |
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