+418.1%
FSLR vs RY
+351.1%
+67.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -14.8% | +0.6% | -15.4% | -15.1% |
| 30D | -4.3% | +5.0% | -9.3% | -7.5% |
| 3M | -23.4% | -5.3% | -18.1% | -20.6% |
| 6M | -26.9% | +13.8% | -40.8% | -33.1% |
| YTD | -34.4% | +21.0% | -55.3% | -42.5% |
| 1Y | -33.2% | +40.5% | -73.7% | -47.0% |
| 3Y | +28.1% | +159.7% | -131.6% | -31.9% |
| 5Y | +54.5% | +124.3% | -69.8% | -11.4% |
| All | +418.1% | +351.1% | +67.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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