+496.9%
FSLR vs RL
+397.7%
+99.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.8% | -10.6% | -6.4% |
| 7D | +5.3% | +0.2% | +5.0% | +4.9% |
| 30D | +7.8% | +7.3% | +0.4% | +5.2% |
| 3M | -23.4% | +1.0% | -24.4% | -24.0% |
| 6M | -12.9% | +11.8% | -24.7% | -16.6% |
| YTD | -26.7% | +13.6% | -40.3% | -30.3% |
| 1Y | -28.4% | +24.0% | -52.5% | -33.7% |
| 3Y | +44.6% | +256.6% | -212.0% | -3.0% |
| 5Y | +67.9% | +240.2% | -172.3% | +10.7% |
| 10Y | +496.9% | +373.0% | +124.0% | +246.7% |
| All | +496.9% | +397.7% | +99.3% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling