+466.4%
FSLR vs RY
+354.4%
+112.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.6% | -10.6% | -10.4% |
| 7D | -2.6% | -0.6% | -2.1% | -2.4% |
| 30D | +1.8% | +6.1% | -4.4% | -2.3% |
| 3M | -24.4% | -3.4% | -21.0% | -22.8% |
| 6M | -17.7% | +12.8% | -30.5% | -24.3% |
| YTD | -30.7% | +21.0% | -51.7% | -39.3% |
| 1Y | -33.6% | +40.5% | -74.1% | -47.3% |
| 3Y | +35.1% | +159.9% | -124.7% | -28.2% |
| 5Y | +63.1% | +125.0% | -61.9% | -6.7% |
| 10Y | +466.4% | +350.6% | +115.9% | +129.9% |
| All | +466.4% | +354.4% | +112.1% | +129.9% |
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