+16.4%
FSLR vs RIG
-28.9%
+45.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | +6.8% | -2.7% | +9.5% | +7.3% |
| 30D | -14.7% | +9.5% | -24.2% | -16.3% |
| 3M | -22.6% | -6.6% | -15.9% | -21.9% |
| 6M | +12.7% | -2.9% | +15.6% | +11.5% |
| YTD | -18.4% | +39.5% | -57.8% | -25.9% |
| 1Y | +4.9% | +82.3% | -77.3% | -11.4% |
| 3Y | +16.4% | -29.6% | +46.0% | +15.4% |
| All | +16.4% | -28.9% | +45.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling