+495.8%
FSLR vs RY
+360.6%
+135.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.6% |
| 7D | +15.3% | -0.9% | +16.2% | +16.0% |
| 30D | +11.7% | +5.9% | +5.8% | +7.4% |
| 3M | -17.6% | -4.3% | -13.3% | -15.3% |
| 6M | -7.7% | +12.1% | -19.9% | -14.7% |
| YTD | -23.0% | +20.3% | -43.3% | -32.2% |
| 1Y | -26.0% | +41.0% | -67.1% | -41.4% |
| 3Y | +36.9% | +157.5% | -120.7% | -26.8% |
| 5Y | +72.9% | +123.2% | -50.3% | -0.3% |
| All | +495.8% | +360.6% | +135.2% | +148.7% |
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