+596.4%
FSLR vs RRX
+378.4%
+218.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | -12.0% | +12.6% | -24.6% | -17.8% |
| 30D | -7.7% | +10.6% | -18.2% | -13.7% |
| 3M | -24.0% | +4.6% | -28.7% | -27.0% |
| 6M | -24.4% | -13.6% | -10.8% | -20.8% |
| YTD | -34.0% | +29.4% | -63.4% | -46.5% |
| 1Y | -35.6% | +31.9% | -67.5% | -48.5% |
| 3Y | +28.7% | +68.3% | -39.6% | -18.4% |
| 5Y | +55.3% | +13.2% | +42.1% | +15.7% |
| 10Y | +437.4% | +209.9% | +227.5% | +81.2% |
| All | +596.4% | +378.4% | +218.1% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling