+674.5%
FSLR vs RIG
-92.3%
+766.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.4% |
| 7D | +5.3% | -17.0% | +22.3% | +9.9% |
| 30D | +7.8% | -6.2% | +13.9% | +8.6% |
| 3M | -23.4% | -1.7% | -21.7% | -24.1% |
| 6M | -12.9% | -19.2% | +6.3% | -10.1% |
| YTD | -26.7% | +25.2% | -51.8% | -33.4% |
| 1Y | -28.4% | +29.9% | -58.3% | -35.7% |
| 3Y | +44.6% | -21.3% | +65.9% | +38.1% |
| 5Y | +67.9% | +40.5% | +27.4% | +23.4% |
| 10Y | +496.9% | -49.6% | +546.5% | +270.1% |
| All | +674.5% | -92.3% | +766.8% | +1,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling