+691.3%
FSLR vs RY
+822.1%
-130.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +3.0% |
| 7D | +10.7% | -1.1% | +11.8% | +11.6% |
| 30D | +8.9% | +4.4% | +4.5% | +5.0% |
| 3M | -17.3% | -2.9% | -14.4% | -15.5% |
| 6M | -10.8% | +15.6% | -26.3% | -20.9% |
| YTD | -25.1% | +21.8% | -46.9% | -36.5% |
| 1Y | -29.4% | +42.6% | -72.0% | -47.3% |
| 3Y | +28.8% | +160.9% | -132.1% | -41.2% |
| 5Y | +68.3% | +126.1% | -57.8% | -15.8% |
| 10Y | +502.7% | +371.7% | +131.0% | +55.0% |
| All | +691.3% | +822.1% | -130.9% | +10.7% |
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 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