+11.6%
FSLR vs RJF
+78.4%
-66.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -13.7% | -1.3% | -12.4% | -13.4% |
| 3M | -35.1% | +18.9% | -54.0% | -37.9% |
| 6M | +3.6% | +15.0% | -11.4% | -0.3% |
| YTD | -21.7% | +12.2% | -33.9% | -24.6% |
| 1Y | +1.3% | +5.6% | -4.4% | -0.7% |
| All | +11.6% | +78.4% | -66.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling