+526.6%
FSLR vs RRC
+62.6%
+464.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +3.2% |
| 7D | +15.3% | -10.8% | +26.2% | +17.3% |
| 30D | +11.7% | +22.3% | -10.7% | +7.7% |
| 3M | -17.6% | +26.6% | -44.2% | -21.0% |
| 6M | -7.7% | +18.9% | -26.7% | -10.9% |
| YTD | -23.0% | +39.2% | -62.2% | -27.9% |
| 1Y | -26.0% | +34.0% | -60.0% | -30.4% |
| 3Y | +36.9% | +42.0% | -5.2% | +26.4% |
| 5Y | +72.9% | +111.9% | -38.9% | +45.5% |
| All | +526.6% | +62.6% | +464.0% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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