-23.4%
RCL vs FSLR
+3.4%
-26.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.7% |
| 7D | -0.5% | +6.8% | -7.3% | -1.1% |
| 30D | -17.3% | -14.7% | -2.6% | -16.1% |
| 3M | -2.8% | -22.6% | +19.8% | -0.7% |
| 6M | -4.4% | +12.7% | -17.1% | -2.6% |
| YTD | -4.2% | -18.4% | +14.2% | -3.5% |
| 1Y | -23.4% | +4.9% | -28.3% | -23.8% |
| All | -23.4% | +3.4% | -26.8% | -23.8% |
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 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