+453.5%
FSLR vs RRX
+216.7%
+236.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | -0.1% | -3.7% | +3.6% | +1.4% |
| 30D | -14.0% | -9.3% | -4.7% | -10.7% |
| 3M | -16.9% | -21.8% | +4.9% | -9.3% |
| 6M | +4.7% | -22.0% | +26.7% | +13.4% |
| YTD | -20.7% | +11.9% | -32.6% | -26.3% |
| 1Y | +1.7% | +11.6% | -9.9% | -6.1% |
| 3Y | +13.1% | +2.2% | +10.9% | +2.6% |
| 5Y | +108.4% | +14.9% | +93.5% | +71.8% |
| All | +453.5% | +216.7% | +236.8% | +184.8% |
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