+67.9%
FSLR vs RIO
+98.5%
-30.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -6.1% |
| 7D | +5.3% | +4.4% | +0.8% | +3.1% |
| 30D | +7.8% | -8.9% | +16.6% | +12.1% |
| 3M | -23.4% | -12.7% | -10.7% | -18.9% |
| 6M | -12.9% | -16.2% | +3.3% | -6.1% |
| YTD | -26.7% | +13.4% | -40.1% | -30.8% |
| 1Y | -28.4% | +30.9% | -59.3% | -36.5% |
| 3Y | +44.6% | +60.2% | -15.6% | +18.2% |
| 5Y | +67.9% | +98.9% | -31.0% | +15.6% |
| All | +67.9% | +98.5% | -30.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling