+28.7%
FSLR vs RPRX
+174.8%
-146.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -12.0% | +2.1% | -14.1% | -12.3% |
| 30D | -7.7% | +21.9% | -29.6% | -10.9% |
| 3M | -24.0% | +16.9% | -41.0% | -26.3% |
| 6M | -24.4% | +34.5% | -59.0% | -29.9% |
| YTD | -34.0% | +80.9% | -115.0% | -44.0% |
| 1Y | -35.6% | +77.6% | -113.2% | -45.0% |
| All | +28.7% | +174.8% | -146.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling