+44.6%
FSLR vs RIO
+58.5%
-14.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -6.7% |
| 7D | +5.3% | +4.4% | +0.8% | +2.3% |
| 30D | +7.8% | -8.9% | +16.6% | +13.9% |
| 3M | -23.4% | -12.7% | -10.7% | -17.1% |
| 6M | -12.9% | -16.2% | +3.3% | -3.4% |
| YTD | -26.7% | +13.4% | -40.1% | -34.0% |
| 1Y | -28.4% | +30.9% | -59.3% | -41.7% |
| 3Y | +44.6% | +60.2% | -15.6% | -2.0% |
| All | +44.6% | +58.5% | -14.0% | -2.0% |
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