-37.7%
RBLX vs FSLR
+161.6%
-199.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.7% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +19.7% | -13.7% | +33.3% | +23.5% |
| 3M | -0.1% | -35.1% | +35.0% | +9.2% |
| 6M | -35.7% | +3.6% | -39.4% | -37.6% |
| YTD | -46.6% | -21.7% | -24.8% | -45.1% |
| 1Y | -66.6% | +1.3% | -67.9% | -68.1% |
| 3Y | +52.3% | +9.7% | +42.6% | +26.0% |
| 5Y | -47.7% | +117.4% | -165.1% | -75.0% |
| All | -37.7% | +161.6% | -199.3% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling