+55.9%
RBLX vs FSLR
+9.6%
+46.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.2% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | +20.2% | -15.1% | +35.3% | +21.9% |
| 3M | +3.5% | -22.5% | +26.1% | +5.8% |
| 6M | -28.9% | +4.0% | -32.9% | -29.7% |
| YTD | -45.1% | -22.3% | -22.8% | -44.1% |
| 1Y | -66.2% | 0.0% | -66.2% | -66.7% |
| All | +55.9% | +9.6% | +46.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling