+402.2%
FSLR vs RNG
+327.7%
+74.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.7% |
| 7D | 0.0% | +5.8% | -5.8% | -1.1% |
| 30D | -13.7% | +19.6% | -33.3% | -16.7% |
| 3M | -35.1% | +67.0% | -102.1% | -42.0% |
| 6M | +3.6% | +88.4% | -84.7% | -11.2% |
| YTD | -21.7% | +155.5% | -177.2% | -38.4% |
| 1Y | +1.3% | +141.7% | -140.4% | -19.7% |
| 3Y | +9.7% | +131.1% | -121.4% | -16.3% |
| 5Y | +117.4% | -70.6% | +187.9% | +146.9% |
| 10Y | +435.5% | +228.2% | +207.3% | +177.4% |
| All | +402.2% | +327.7% | +74.5% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling