+144.2%
RTX vs FSLR
+32.4%
+111.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.2% |
| 7D | -5.1% | +15.3% | -20.5% | -5.1% |
| 30D | +5.1% | +11.7% | -6.5% | +5.2% |
| 3M | -14.8% | -17.6% | +2.8% | -14.7% |
| 6M | +8.0% | -7.7% | +15.8% | +8.1% |
| YTD | +4.5% | -23.0% | +27.5% | +4.3% |
| 1Y | +9.8% | -26.0% | +35.9% | +9.6% |
| 3Y | +144.2% | +36.9% | +107.3% | +146.4% |
| All | +144.2% | +32.4% | +111.8% | +146.4% |
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