+669.7%
RCL vs FSLR
+734.5%
-64.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -13.7% | -5.3% | -16.1% |
| 3M | -9.6% | -35.1% | +25.5% | 0.0% |
| 6M | -6.7% | +3.6% | -10.3% | -8.5% |
| YTD | -3.9% | -21.7% | +17.8% | -0.6% |
| 1Y | -25.1% | +1.3% | -26.4% | -28.0% |
| 3Y | +179.1% | +9.7% | +169.4% | +142.2% |
| 5Y | +243.3% | +117.4% | +126.0% | +137.0% |
| 10Y | +325.8% | +435.5% | -109.7% | +114.8% |
| All | +669.7% | +734.5% | -64.8% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling