+557.5%
RKLB vs FSLR
+92.5%
+465.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -2.1% |
| 7D | +39.3% | -12.0% | +51.3% | +44.7% |
| 30D | -0.2% | -7.7% | +7.4% | +2.0% |
| 3M | -21.1% | -24.0% | +3.0% | -14.4% |
| 6M | -45.5% | -24.4% | -21.1% | -40.8% |
| YTD | -8.2% | -34.0% | +25.9% | +2.7% |
| 1Y | +28.2% | -35.6% | +63.8% | +44.9% |
| 3Y | +1,366.1% | +28.7% | +1,337.5% | +1,077.2% |
| 5Y | +345.9% | +55.3% | +290.5% | +178.5% |
| All | +557.5% | +92.5% | +465.0% | +281.2% |
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