+726.4%
FSLR vs RIO
+599.5%
+126.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -13.7% | +4.0% | -17.6% | -15.6% |
| 3M | -35.1% | +0.1% | -35.2% | -35.1% |
| 6M | +3.6% | +12.7% | -9.1% | -2.7% |
| YTD | -21.7% | +35.6% | -57.3% | -33.6% |
| 1Y | +1.3% | +73.7% | -72.4% | -24.3% |
| 3Y | +9.7% | +93.3% | -83.6% | -22.6% |
| 5Y | +117.4% | +92.4% | +24.9% | +45.8% |
| 10Y | +435.5% | +606.9% | -171.5% | +67.7% |
| All | +726.4% | +599.5% | +126.9% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling