+418.1%
FSLR vs RRX
+200.5%
+217.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -14.8% | +4.3% | -19.1% | -16.4% |
| 30D | -4.3% | +12.3% | -16.6% | -9.4% |
| 3M | -23.4% | +3.7% | -27.0% | -25.2% |
| 6M | -26.9% | -13.9% | -13.0% | -24.0% |
| YTD | -34.4% | +26.5% | -60.8% | -42.5% |
| 1Y | -33.2% | +29.3% | -62.5% | -42.1% |
| 3Y | +28.1% | +65.6% | -37.5% | -5.3% |
| 5Y | +54.5% | +10.6% | +43.9% | +30.0% |
| All | +418.1% | +200.5% | +217.6% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling