+74.9%
FSLR vs RY
+122.0%
-47.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | -17.6% | -4.3% | -13.3% | -15.3% |
| 6M | -7.7% | +12.1% | -19.9% | -14.8% |
| YTD | -23.0% | +20.3% | -43.3% | -32.4% |
| 1Y | -26.0% | +41.0% | -67.1% | -41.7% |
| 3Y | +36.9% | +157.5% | -120.7% | -26.5% |
| All | +74.9% | +122.0% | -47.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling