+420.9%
FSLR vs RJF
+323.5%
+97.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -12.0% | +1.5% | -13.5% | -12.6% |
| 30D | -7.7% | +6.7% | -14.4% | -10.0% |
| 3M | -24.0% | -7.3% | -16.7% | -22.0% |
| 6M | -24.4% | +9.8% | -34.2% | -27.6% |
| YTD | -34.0% | +5.6% | -39.7% | -36.4% |
| 1Y | -35.6% | +2.3% | -37.9% | -37.1% |
| 3Y | +28.7% | +73.6% | -44.9% | -1.7% |
| 5Y | +55.3% | +79.9% | -24.5% | +14.1% |
| All | +420.9% | +323.5% | +97.3% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling