+619.6%
RIOT vs FSLR
+429.3%
+190.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +4.8% | -14.8% | +19.6% | +11.6% |
| 30D | +16.0% | -4.3% | +20.3% | +18.2% |
| 3M | -8.8% | -23.4% | +14.6% | +1.2% |
| 6M | -29.7% | -26.9% | -2.8% | -20.6% |
| YTD | +38.3% | -34.4% | +72.7% | +60.0% |
| 1Y | +26.2% | -33.2% | +59.4% | +44.9% |
| 3Y | +79.0% | +28.1% | +50.9% | +34.3% |
| 5Y | -60.4% | +54.5% | -114.9% | -74.1% |
| All | +619.6% | +429.3% | +190.3% | +222.6% |
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