+540.5%
RSP vs FSLR
+734.5%
-194.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.3% | -13.7% | +13.3% | +1.8% |
| 3M | +4.3% | -35.1% | +39.4% | +10.7% |
| 6M | +8.8% | +3.6% | +5.2% | +7.2% |
| YTD | +15.3% | -21.7% | +37.0% | +17.7% |
| 1Y | +18.3% | +1.3% | +17.0% | +15.5% |
| 3Y | +52.8% | +9.7% | +43.1% | +39.9% |
| 5Y | +51.7% | +117.4% | -65.6% | +19.6% |
| 10Y | +208.5% | +435.5% | -227.0% | +94.9% |
| All | +540.5% | +734.5% | -194.0% | +279.9% |
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