+240.5%
RCL vs FSLR
+30.3%
+210.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.7% | -3.5% |
| 7D | -0.2% | -12.0% | +11.8% | +1.3% |
| 30D | +14.4% | -7.7% | +22.0% | +15.4% |
| 3M | +5.2% | -24.0% | +29.2% | +8.5% |
| 6M | +26.1% | -24.4% | +50.6% | +30.2% |
| YTD | +17.4% | -34.0% | +51.4% | +21.9% |
| 1Y | +24.7% | -35.6% | +60.3% | +29.8% |
| All | +240.5% | +30.3% | +210.2% | +211.3% |
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