-29.7%
FSLR vs RL
+22.3%
-52.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.8% | -10.6% | -6.3% |
| 7D | +5.3% | +0.2% | +5.0% | +5.0% |
| 30D | +7.8% | +7.3% | +0.4% | +5.3% |
| 3M | -23.4% | +1.0% | -24.4% | -23.4% |
| 6M | -12.9% | +11.8% | -24.7% | -16.7% |
| YTD | -26.7% | +13.6% | -40.3% | -32.1% |
| All | -29.7% | +22.3% | -52.0% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling