+726.4%
FSLR vs RL
+501.3%
+225.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -13.7% | -7.8% | -5.9% | -10.9% |
| 3M | -35.1% | -4.0% | -31.1% | -34.3% |
| 6M | +3.6% | -1.9% | +5.5% | +3.2% |
| YTD | -21.7% | -0.2% | -21.6% | -22.9% |
| 1Y | +1.3% | +10.7% | -9.4% | -4.8% |
| 3Y | +9.7% | +210.8% | -201.1% | -35.7% |
| 5Y | +117.4% | +238.2% | -120.9% | +15.9% |
| 10Y | +435.5% | +313.4% | +122.1% | +118.2% |
| All | +726.4% | +501.3% | +225.1% | +108.3% |
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