-52.6%
RBLX vs FSLR
-24.3%
-28.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.6% | +3.9% | +8.2% |
| 7D | -7.5% | +10.3% | -17.8% | -7.9% |
| 30D | +10.6% | +10.4% | +0.2% | +10.1% |
| 3M | +33.3% | -20.2% | +53.4% | +33.3% |
| 6M | +3.7% | -8.0% | +11.6% | +5.5% |
| YTD | -39.1% | -25.5% | -13.6% | -37.8% |
| 1Y | -52.6% | -26.0% | -26.7% | -51.1% |
| All | -52.6% | -24.3% | -28.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling