+61.0%
RSP vs FSLR
+32.4%
+28.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | -1.0% | +15.3% | -16.4% | -2.1% |
| 30D | +2.6% | +11.7% | -9.1% | +1.7% |
| 3M | -0.8% | -17.6% | +16.8% | +0.5% |
| 6M | +6.3% | -7.7% | +14.0% | +6.4% |
| YTD | +14.1% | -23.0% | +37.1% | +15.4% |
| 1Y | +18.0% | -26.0% | +44.1% | +19.5% |
| 3Y | +61.0% | +36.9% | +24.2% | +45.3% |
| All | +61.0% | +32.4% | +28.6% | +45.3% |
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 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