0.0%
FSLR vs RIG
+79.6%
-79.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | +0.2% | -8.2% | +8.4% | +0.7% |
| 30D | -15.1% | -0.2% | -15.0% | -15.2% |
| 3M | -22.5% | -2.7% | -19.8% | -22.4% |
| 6M | +4.0% | -7.5% | +11.4% | +3.4% |
| YTD | -22.3% | +38.3% | -60.5% | -26.2% |
| 1Y | 0.0% | +81.8% | -81.8% | -7.2% |
| All | 0.0% | +79.6% | -79.5% | -7.2% |
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