+295.8%
FSLR vs RPRX
+57.8%
+238.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +0.2% | -4.0% | +4.2% | +1.2% |
| 30D | -15.1% | +4.9% | -20.1% | -16.4% |
| 3M | -22.5% | +9.4% | -31.9% | -24.9% |
| 6M | +4.0% | +33.3% | -29.3% | -4.9% |
| YTD | -22.3% | +59.0% | -81.2% | -32.6% |
| 1Y | 0.0% | +69.2% | -69.2% | -14.9% |
| 3Y | +10.9% | +124.1% | -113.2% | -13.8% |
| 5Y | +105.4% | +77.9% | +27.5% | +70.3% |
| All | +295.8% | +57.8% | +238.0% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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