+447.0%
FSLR vs RIO
+605.0%
-158.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +0.2% | +1.0% | -0.7% | -0.2% |
| 30D | -15.1% | +4.0% | -19.2% | -16.7% |
| 3M | -22.5% | +4.5% | -27.1% | -24.1% |
| 6M | +4.0% | +17.3% | -13.4% | -3.0% |
| YTD | -22.3% | +36.2% | -58.4% | -32.4% |
| 1Y | 0.0% | +76.1% | -76.1% | -22.1% |
| 3Y | +10.9% | +102.5% | -91.7% | -18.4% |
| 5Y | +105.4% | +103.5% | +1.9% | +45.6% |
| 10Y | +447.0% | +619.2% | -172.2% | +154.7% |
| All | +447.0% | +605.0% | -158.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling