+238.8%
RCL vs FSLR
+116.7%
+122.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | -0.5% | +6.8% | -7.3% | -1.8% |
| 30D | -17.3% | -14.7% | -2.6% | -14.8% |
| 3M | -2.8% | -22.6% | +19.8% | +1.8% |
| 6M | -4.4% | +12.7% | -17.1% | -7.2% |
| YTD | -4.2% | -18.4% | +14.2% | -2.2% |
| 1Y | -23.4% | +4.9% | -28.3% | -26.4% |
| 3Y | +179.4% | +16.4% | +163.0% | +140.6% |
| 5Y | +238.8% | +123.5% | +115.3% | +97.0% |
| All | +238.8% | +116.7% | +122.0% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling