+619.9%
FSLR vs RIO
+475.5%
+144.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -8.4% | +0.5% | -8.9% | -8.7% |
| 30D | -0.9% | -9.9% | +9.0% | +4.4% |
| 3M | -26.1% | -14.0% | -12.1% | -20.4% |
| 6M | -23.6% | -19.5% | -4.1% | -15.0% |
| YTD | -31.8% | +11.5% | -43.4% | -36.2% |
| 1Y | -32.6% | +26.9% | -59.5% | -40.9% |
| 3Y | +33.0% | +55.1% | -22.1% | +4.9% |
| 5Y | +56.8% | +90.7% | -33.9% | +5.7% |
| 10Y | +455.6% | +363.3% | +92.2% | +118.1% |
| All | +619.9% | +475.5% | +144.4% | +91.3% |
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