-87.9%
RIVN vs FSLR
+52.2%
-140.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | -10.5% | -14.8% | +4.3% | -5.1% |
| 30D | -5.9% | -4.3% | -1.7% | -4.4% |
| 3M | -23.0% | -23.4% | +0.4% | -15.4% |
| 6M | -14.6% | -26.9% | +12.3% | -5.1% |
| YTD | -38.2% | -34.4% | -3.8% | -30.2% |
| 1Y | -25.7% | -33.2% | +7.5% | -17.2% |
| 3Y | -24.8% | +28.1% | -52.8% | -44.9% |
| 5Y | -90.6% | +54.5% | -145.1% | -95.7% |
| All | -87.9% | +52.2% | -140.1% | -94.4% |
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