+65.1%
RSP vs FSLR
+29.6%
+35.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.4% | -14.8% | +17.2% | +3.5% |
| 30D | +4.3% | -4.3% | +8.6% | +4.5% |
| 3M | -0.3% | -23.4% | +23.0% | +1.5% |
| 6M | +9.8% | -26.9% | +36.8% | +11.8% |
| YTD | +16.8% | -34.4% | +51.2% | +19.4% |
| 1Y | +19.5% | -33.2% | +52.7% | +21.9% |
| 3Y | +65.1% | +28.1% | +37.1% | +49.1% |
| All | +65.1% | +29.6% | +35.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling