+116.4%
FSLR vs RRC
+156.2%
-39.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -13.7% | +10.1% | -23.8% | -15.2% |
| 3M | -35.1% | +4.0% | -39.1% | -35.7% |
| 6M | +3.6% | +1.6% | +2.1% | +2.7% |
| YTD | -21.7% | +19.7% | -41.4% | -25.2% |
| 1Y | +1.3% | +21.4% | -20.1% | -3.9% |
| 3Y | +9.7% | +29.7% | -20.0% | +1.6% |
| All | +116.4% | +156.2% | -39.9% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling