+212.8%
RDDT vs FSLR
+37.5%
+175.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.1% | +2.2% | -0.1% | +1.6% |
| 30D | +2.8% | -7.8% | +10.6% | +4.6% |
| 3M | -8.9% | -22.9% | +14.0% | -3.9% |
| 6M | +15.1% | +4.4% | +10.7% | +13.9% |
| YTD | -31.4% | -20.0% | -11.4% | -29.1% |
| 1Y | -39.4% | +2.8% | -42.3% | -40.1% |
| All | +212.8% | +37.5% | +175.3% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling