+726.4%
FSLR vs RRC
+69.3%
+657.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | -13.7% | +10.1% | -23.8% | -16.1% |
| 3M | -35.1% | +4.0% | -39.1% | -36.1% |
| 6M | +3.6% | +1.6% | +2.1% | +2.2% |
| YTD | -21.7% | +19.7% | -41.4% | -26.7% |
| 1Y | +1.3% | +21.4% | -20.1% | -6.1% |
| 3Y | +9.7% | +29.7% | -20.0% | -2.1% |
| 5Y | +117.4% | +153.9% | -36.5% | +45.4% |
| 10Y | +435.5% | +10.8% | +424.7% | +285.1% |
| All | +726.4% | +69.3% | +657.1% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling