+274.2%
RCL vs FSLR
+32.4%
+241.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.0% |
| 7D | +6.5% | +15.3% | -8.8% | +4.6% |
| 30D | +15.9% | +11.7% | +4.2% | +14.3% |
| 3M | +2.7% | -17.6% | +20.3% | +4.8% |
| 6M | +15.2% | -7.7% | +23.0% | +16.1% |
| YTD | +19.2% | -23.0% | +42.2% | +21.5% |
| 1Y | +31.6% | -26.0% | +57.6% | +34.7% |
| 3Y | +274.2% | +36.9% | +237.3% | +239.6% |
| All | +274.2% | +32.4% | +241.8% | +239.6% |
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