+28.1%
FSLR vs RRC
+60.0%
-31.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -14.8% | +6.4% | -21.2% | -15.8% |
| 30D | -4.3% | +23.9% | -28.2% | -9.2% |
| 3M | -23.4% | +30.2% | -53.6% | -28.2% |
| 6M | -26.9% | +26.3% | -53.2% | -31.2% |
| YTD | -34.4% | +48.1% | -82.5% | -42.0% |
| 1Y | -33.2% | +37.7% | -70.9% | -39.6% |
| 3Y | +28.1% | +60.3% | -32.2% | +8.5% |
| All | +28.1% | +60.0% | -31.9% | +8.5% |
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