+726.4%
FSLR vs RY
+847.1%
-120.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -2.4% |
| 30D | -13.7% | -0.3% | -13.3% | -13.6% |
| 3M | -35.1% | +8.7% | -43.7% | -39.5% |
| 6M | +3.6% | +28.5% | -24.9% | -15.6% |
| YTD | -21.7% | +25.1% | -46.8% | -35.1% |
| 1Y | +1.3% | +46.3% | -45.0% | -25.9% |
| 3Y | +9.7% | +154.9% | -145.2% | -49.0% |
| 5Y | +117.4% | +140.3% | -22.9% | +3.2% |
| 10Y | +435.5% | +377.0% | +58.4% | +36.7% |
| All | +726.4% | +847.1% | -120.7% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling