+855.2%
RCL vs FSLR
+721.0%
+134.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +0.7% |
| 7D | +6.5% | +15.3% | -8.8% | +2.9% |
| 30D | +15.9% | +11.7% | +4.2% | +12.8% |
| 3M | +2.7% | -17.6% | +20.3% | +7.1% |
| 6M | +15.2% | -7.7% | +23.0% | +15.9% |
| YTD | +19.2% | -23.0% | +42.2% | +23.3% |
| 1Y | +31.6% | -26.0% | +57.6% | +37.2% |
| 3Y | +274.2% | +36.9% | +237.3% | +205.6% |
| 5Y | +250.1% | +72.9% | +177.1% | +156.2% |
| 10Y | +388.4% | +519.3% | -130.9% | +138.7% |
| All | +855.2% | +721.0% | +134.2% | +375.5% |
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