+13.3%
FSLR vs RRC
+34.3%
-21.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -13.7% | +10.1% | -23.8% | -15.7% |
| 3M | -35.1% | +4.0% | -39.1% | -35.8% |
| 6M | +3.6% | +1.6% | +2.1% | +2.4% |
| YTD | -21.7% | +19.7% | -41.4% | -27.0% |
| 1Y | +1.3% | +21.4% | -20.1% | -7.1% |
| All | +13.3% | +34.3% | -21.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling