-25.7%
RKT vs FSLR
+213.1%
-238.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -2.4% | -15.1% | +12.7% | +1.2% |
| 3M | +1.9% | -22.5% | +24.4% | +7.6% |
| 6M | -13.9% | +4.0% | -17.8% | -15.3% |
| YTD | -30.6% | -22.3% | -8.4% | -27.9% |
| 1Y | -34.4% | 0.0% | -34.4% | -35.9% |
| 3Y | +38.2% | +10.9% | +27.3% | +21.6% |
| 5Y | -9.7% | +105.4% | -115.0% | -37.1% |
| All | -25.7% | +213.1% | -238.8% | -62.6% |
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