+458.5%
FSLR vs RRC
+4.9%
+453.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | -7.8% | +2.7% | -10.5% | -8.2% |
| 3M | -22.9% | +8.8% | -31.8% | -24.1% |
| 6M | +4.4% | -1.2% | +5.6% | +4.1% |
| YTD | -20.0% | +17.6% | -37.5% | -22.6% |
| 1Y | +2.8% | +18.4% | -15.6% | -1.0% |
| 3Y | +16.5% | +33.1% | -16.6% | +9.3% |
| 5Y | +110.3% | +148.2% | -37.9% | +73.5% |
| All | +458.5% | +4.9% | +453.6% | +323.4% |
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