+105.4%
FSLR vs RJF
+106.2%
-0.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -15.1% | -2.0% | -13.1% | -14.6% |
| 3M | -22.5% | +16.3% | -38.9% | -26.3% |
| 6M | +4.0% | +16.9% | -13.0% | -1.6% |
| YTD | -22.3% | +10.4% | -32.7% | -25.4% |
| 1Y | 0.0% | +7.4% | -7.4% | -3.3% |
| 3Y | +10.9% | +72.2% | -61.4% | -12.6% |
| 5Y | +105.4% | +105.1% | +0.3% | +48.2% |
| All | +105.4% | +106.2% | -0.8% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling