+247.1%
FSLR vs RPRX
+82.4%
+164.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -8.4% | +3.6% | -12.1% | -9.3% |
| 30D | -0.9% | +21.2% | -22.1% | -5.7% |
| 3M | -26.1% | +21.6% | -47.7% | -29.9% |
| 6M | -23.6% | +36.7% | -60.3% | -30.4% |
| YTD | -31.8% | +83.7% | -115.5% | -43.1% |
| 1Y | -32.6% | +83.2% | -115.8% | -43.6% |
| 3Y | +33.0% | +177.7% | -144.7% | -2.4% |
| 5Y | +56.8% | +95.8% | -39.0% | +26.3% |
| All | +247.1% | +82.4% | +164.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling