+105.4%
FSLR vs RNG
-70.2%
+175.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.6% |
| 7D | +0.2% | -4.1% | +4.3% | +0.8% |
| 30D | -15.1% | +8.6% | -23.8% | -16.3% |
| 3M | -22.5% | +78.0% | -100.5% | -29.5% |
| 6M | +4.0% | +67.0% | -63.1% | -5.6% |
| YTD | -22.3% | +142.4% | -164.7% | -34.9% |
| 1Y | 0.0% | +120.4% | -120.4% | -15.1% |
| 3Y | +10.9% | +122.1% | -111.3% | -10.1% |
| 5Y | +105.4% | -69.8% | +175.2% | +133.5% |
| All | +105.4% | -70.2% | +175.6% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling