+726.4%
FSLR vs RIG
-91.3%
+817.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -13.7% | +13.8% | -27.5% | -16.7% |
| 3M | -35.1% | -6.4% | -28.7% | -34.4% |
| 6M | +3.6% | -8.2% | +11.8% | +3.9% |
| YTD | -21.7% | +41.6% | -63.4% | -30.3% |
| 1Y | +1.3% | +88.7% | -87.4% | -17.1% |
| 3Y | +9.7% | -30.9% | +40.6% | +9.3% |
| 5Y | +117.4% | +57.7% | +59.7% | +55.6% |
| 10Y | +435.5% | -39.3% | +474.7% | +209.5% |
| All | +726.4% | -91.3% | +817.7% | +1,231.1% |
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