+431.2%
FSLR vs RY
+371.9%
+59.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | 0.0% | +3.1% | -3.1% | -2.0% |
| 30D | -13.7% | -0.3% | -13.3% | -13.6% |
| 3M | -35.1% | +8.7% | -43.7% | -38.7% |
| 6M | +3.6% | +28.5% | -24.9% | -12.5% |
| YTD | -21.7% | +25.1% | -46.8% | -32.9% |
| 1Y | +1.3% | +46.3% | -45.0% | -21.8% |
| 3Y | +9.7% | +154.9% | -145.2% | -41.3% |
| 5Y | +117.4% | +140.3% | -22.9% | +18.6% |
| All | +431.2% | +371.9% | +59.3% | +82.8% |
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