-26.0%
FSLR vs RJF
+7.8%
-33.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +4.1% |
| 7D | +10.3% | +7.2% | +3.2% | +9.6% |
| 30D | +10.4% | +4.9% | +5.5% | +9.8% |
| 3M | -20.2% | -5.5% | -14.6% | -20.0% |
| 6M | -8.0% | +8.0% | -15.9% | -7.4% |
| YTD | -25.5% | +6.2% | -31.7% | -27.9% |
| 1Y | -26.0% | +7.8% | -33.8% | -29.0% |
| All | -26.0% | +7.8% | -33.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling