+485.8%
RIOT vs FSLR
+466.5%
+19.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -1.5% | +2.2% | -3.8% | -2.5% |
| 30D | +5.7% | -7.8% | +13.5% | +8.9% |
| 3M | -17.9% | -22.9% | +5.1% | -9.2% |
| 6M | +45.0% | +4.4% | +40.6% | +42.5% |
| YTD | +69.5% | -20.0% | +89.4% | +81.1% |
| 1Y | +37.2% | +2.8% | +34.4% | +31.8% |
| 3Y | +111.7% | +16.5% | +95.2% | +68.7% |
| 5Y | -27.5% | +110.3% | -137.8% | -57.9% |
| All | +485.8% | +466.5% | +19.3% | +130.1% |
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