+196.2%
RDDT vs FSLR
+40.3%
+155.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -4.2% |
| 7D | +3.3% | +6.8% | -3.5% | +1.8% |
| 30D | -7.6% | -14.7% | +7.1% | -4.4% |
| 3M | -12.7% | -22.6% | +9.9% | -8.2% |
| 6M | +7.2% | +12.7% | -5.5% | +4.5% |
| YTD | -35.0% | -18.4% | -16.6% | -33.2% |
| 1Y | -35.0% | +4.9% | -40.0% | -36.0% |
| All | +196.2% | +40.3% | +155.9% | +311.0% |
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 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