+420.9%
FSLR vs RNG
+236.7%
+184.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.4% |
| 7D | -12.0% | +2.3% | -14.3% | -12.4% |
| 30D | -7.7% | -3.4% | -4.3% | -7.3% |
| 3M | -24.0% | +20.9% | -44.9% | -27.1% |
| 6M | -24.4% | +82.2% | -106.7% | -33.8% |
| YTD | -34.0% | +164.6% | -198.7% | -48.0% |
| 1Y | -35.6% | +177.0% | -212.6% | -49.8% |
| 3Y | +28.7% | +177.4% | -148.7% | -4.6% |
| 5Y | +55.3% | -72.3% | +127.7% | +82.2% |
| All | +420.9% | +236.7% | +184.2% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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