+298.5%
FSLR vs RPRX
+66.6%
+231.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +5.1% | -5.1% | -1.3% |
| 30D | -13.7% | +11.2% | -24.9% | -16.1% |
| 3M | -35.1% | +16.7% | -51.8% | -38.1% |
| 6M | +3.6% | +36.0% | -32.4% | -5.5% |
| YTD | -21.7% | +67.8% | -89.5% | -33.0% |
| 1Y | +1.3% | +76.7% | -75.4% | -14.7% |
| 3Y | +9.7% | +128.1% | -118.4% | -15.0% |
| 5Y | +117.4% | +82.9% | +34.5% | +78.5% |
| All | +298.5% | +66.6% | +231.8% | +239.1% |
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 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