+36.9%
FSLR vs RRC
+36.3%
+0.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +3.3% |
| 7D | +15.3% | -10.8% | +26.2% | +17.9% |
| 30D | +11.7% | +22.3% | -10.7% | +5.9% |
| 3M | -17.6% | +26.6% | -44.2% | -22.6% |
| 6M | -7.7% | +18.9% | -26.7% | -12.2% |
| YTD | -23.0% | +39.2% | -62.2% | -31.2% |
| 1Y | -26.0% | +34.0% | -60.0% | -33.4% |
| 3Y | +36.9% | +42.0% | -5.2% | +20.2% |
| All | +36.9% | +36.3% | +0.6% | +20.2% |
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 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