-25.1%
RCL vs FSLR
+1.0%
-26.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -13.7% | -5.3% | -17.8% |
| 3M | -9.6% | -35.1% | +25.5% | -6.5% |
| 6M | -6.7% | +3.6% | -10.3% | -4.8% |
| YTD | -3.9% | -21.7% | +17.8% | -2.9% |
| 1Y | -25.1% | +1.3% | -26.4% | -24.7% |
| All | -25.1% | +1.0% | -26.1% | -24.7% |
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 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