-34.5%
RBLX vs FSLR
+167.5%
-202.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +5.1% | +2.2% | +2.8% | +4.5% |
| 30D | +28.0% | -7.8% | +35.8% | +30.2% |
| 3M | +4.6% | -22.9% | +27.5% | +10.1% |
| 6M | -24.7% | +4.4% | -29.0% | -27.0% |
| YTD | -43.8% | -20.0% | -23.9% | -42.6% |
| 1Y | -65.8% | +2.8% | -68.6% | -67.4% |
| 3Y | +59.4% | +16.5% | +42.8% | +29.2% |
| 5Y | -48.2% | +110.3% | -158.5% | -74.9% |
| All | -34.5% | +167.5% | -202.0% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling