+596.4%
FSLR vs RL
+571.0%
+25.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -2.9% |
| 7D | -12.0% | +2.4% | -14.3% | -13.0% |
| 30D | -7.7% | +4.6% | -12.2% | -9.8% |
| 3M | -24.0% | -1.1% | -22.9% | -24.3% |
| 6M | -24.4% | +16.5% | -41.0% | -30.2% |
| YTD | -34.0% | +11.4% | -45.5% | -38.4% |
| 1Y | -35.6% | +16.1% | -51.7% | -40.9% |
| 3Y | +28.7% | +252.6% | -223.9% | -28.9% |
| 5Y | +55.3% | +244.9% | -189.5% | -17.8% |
| 10Y | +437.4% | +342.4% | +95.1% | +113.3% |
| All | +596.4% | +571.0% | +25.5% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling