+455.6%
FSLR vs RY
+355.6%
+99.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -2.0% |
| 7D | -8.4% | -3.0% | -5.5% | -6.7% |
| 30D | -0.9% | +6.3% | -7.2% | -5.0% |
| 3M | -26.1% | -2.6% | -23.5% | -24.9% |
| 6M | -23.6% | +13.9% | -37.6% | -30.2% |
| YTD | -31.8% | +21.7% | -53.5% | -40.5% |
| 1Y | -32.6% | +40.4% | -73.0% | -46.5% |
| 3Y | +33.0% | +161.3% | -128.3% | -29.6% |
| 5Y | +56.8% | +126.5% | -69.7% | -10.7% |
| 10Y | +455.6% | +354.3% | +101.2% | +124.7% |
| All | +455.6% | +355.6% | +99.9% | +124.7% |
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