-33.6%
FSLR vs RIG
+28.2%
-61.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -2.6% | -12.2% | +9.6% | -2.6% |
| 30D | +1.8% | -6.0% | +7.8% | +1.0% |
| 3M | -24.4% | -9.4% | -14.9% | -24.8% |
| 6M | -17.7% | -19.1% | +1.3% | -18.0% |
| YTD | -30.7% | +25.4% | -56.1% | -37.4% |
| 1Y | -33.6% | +23.3% | -57.0% | -39.9% |
| All | -33.6% | +28.2% | -61.8% | -39.9% |
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 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