+16.4%
FSLR vs RPRX
+126.7%
-110.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.3% | +9.6% | +5.6% |
| 7D | +6.8% | -2.8% | +9.6% | +7.4% |
| 30D | -14.7% | +7.2% | -21.9% | -16.4% |
| 3M | -22.6% | +10.9% | -33.5% | -25.3% |
| 6M | +12.7% | +34.6% | -21.9% | +1.7% |
| YTD | -18.4% | +59.0% | -77.3% | -30.5% |
| 1Y | +4.9% | +72.5% | -67.6% | -13.1% |
| 3Y | +16.4% | +124.1% | -107.7% | -14.1% |
| All | +16.4% | +126.7% | -110.3% | -14.1% |
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