+56.8%
FSLR vs RJF
+80.1%
-23.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.4% | -0.9% | -7.5% | -8.2% |
| 30D | -0.9% | +5.3% | -6.2% | -2.6% |
| 3M | -26.1% | -6.8% | -19.2% | -24.6% |
| 6M | -23.6% | +11.4% | -35.1% | -26.6% |
| YTD | -31.8% | +5.5% | -37.4% | -33.8% |
| 1Y | -32.6% | +3.7% | -36.2% | -34.1% |
| 3Y | +33.0% | +73.4% | -40.4% | +3.1% |
| 5Y | +56.8% | +78.3% | -21.6% | +15.3% |
| All | +56.8% | +80.1% | -23.3% | +15.3% |
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 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