+726.4%
FSLR vs RJF
+982.1%
-255.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -13.7% | -1.3% | -12.4% | -13.3% |
| 3M | -35.1% | +18.9% | -54.0% | -40.5% |
| 6M | +3.6% | +15.0% | -11.4% | -4.0% |
| YTD | -21.7% | +12.2% | -33.9% | -27.2% |
| 1Y | +1.3% | +5.6% | -4.4% | -3.3% |
| 3Y | +9.7% | +74.9% | -65.2% | -20.2% |
| 5Y | +117.4% | +106.6% | +10.7% | +40.6% |
| 10Y | +435.5% | +433.1% | +2.4% | +96.9% |
| All | +726.4% | +982.1% | -255.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling