+44.6%
FSLR vs RIG
-23.7%
+68.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.5% |
| 7D | +5.3% | -17.0% | +22.3% | +8.2% |
| 30D | +7.8% | -6.2% | +13.9% | +8.0% |
| 3M | -23.4% | -1.7% | -21.7% | -24.1% |
| 6M | -12.9% | -19.2% | +6.3% | -11.1% |
| YTD | -26.7% | +25.2% | -51.8% | -32.7% |
| 1Y | -28.4% | +29.9% | -58.3% | -34.9% |
| 3Y | +44.6% | -21.3% | +65.9% | +38.4% |
| All | +44.6% | -23.7% | +68.3% | +38.4% |
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