+360.5%
RCL vs FSLR
+464.2%
-103.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +0.6% | -8.4% | +9.0% | +2.8% |
| 30D | +19.4% | -0.9% | +20.3% | +19.5% |
| 3M | +9.8% | -26.1% | +35.8% | +17.9% |
| 6M | +28.6% | -23.6% | +52.3% | +36.0% |
| YTD | +22.2% | -31.8% | +54.0% | +30.4% |
| 1Y | +29.7% | -32.6% | +62.3% | +38.6% |
| 3Y | +265.3% | +33.0% | +232.3% | +185.2% |
| 5Y | +301.8% | +56.8% | +245.0% | +170.7% |
| 10Y | +360.5% | +455.6% | -95.1% | +94.8% |
| All | +360.5% | +464.2% | -103.7% | +94.8% |
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