+169.3%
RTX vs FSLR
+117.9%
+51.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -9.4% | -13.7% | +4.3% | -8.7% |
| 3M | +12.3% | -35.1% | +47.4% | +14.5% |
| 6M | -3.1% | +3.6% | -6.8% | -3.7% |
| YTD | +10.7% | -21.7% | +32.4% | +11.3% |
| 1Y | +28.4% | +1.3% | +27.1% | +27.5% |
| 3Y | +147.1% | +9.7% | +137.4% | +138.3% |
| All | +169.3% | +117.9% | +51.4% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling