+596.4%
FSLR vs RJF
+918.9%
-322.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -12.0% | +1.5% | -13.5% | -12.7% |
| 30D | -7.7% | +6.7% | -14.4% | -10.6% |
| 3M | -24.0% | -7.3% | -16.7% | -21.5% |
| 6M | -24.4% | +9.8% | -34.2% | -28.4% |
| YTD | -34.0% | +5.6% | -39.7% | -37.0% |
| 1Y | -35.6% | +2.3% | -37.9% | -37.6% |
| 3Y | +28.7% | +73.6% | -44.9% | -6.5% |
| 5Y | +55.3% | +79.9% | -24.5% | +7.5% |
| 10Y | +437.4% | +328.8% | +108.6% | +120.9% |
| All | +596.4% | +918.9% | -322.4% | +51.8% |
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