-16.0%
RKT vs FSLR
+195.4%
-211.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.0% |
| 7D | +10.3% | +5.3% | +5.1% | +9.0% |
| 30D | +32.3% | +7.8% | +24.6% | +30.0% |
| 3M | +10.7% | -23.4% | +34.1% | +17.2% |
| 6M | -3.2% | -12.9% | +9.7% | -1.2% |
| YTD | -21.5% | -26.7% | +5.1% | -17.6% |
| 1Y | -6.0% | -28.4% | +22.4% | -0.9% |
| 3Y | +104.2% | +44.6% | +59.6% | +68.9% |
| 5Y | +2.5% | +67.9% | -65.4% | -25.7% |
| All | -16.0% | +195.4% | -211.4% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling