+16.4%
FSLR vs RIO
+104.4%
-88.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | +6.8% | +1.9% | +4.9% | +5.6% |
| 30D | -14.7% | +5.0% | -19.7% | -17.5% |
| 3M | -22.6% | +5.1% | -27.7% | -25.2% |
| 6M | +12.7% | +17.6% | -4.9% | +1.5% |
| YTD | -18.4% | +36.3% | -54.7% | -34.3% |
| 1Y | +4.9% | +71.2% | -66.2% | -28.2% |
| 3Y | +16.4% | +102.7% | -86.3% | -32.0% |
| All | +16.4% | +104.4% | -88.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling