+617.4%
RTX vs FSLR
+721.0%
-103.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.6% |
| 7D | -5.1% | +15.3% | -20.5% | -6.9% |
| 30D | +5.1% | +11.7% | -6.5% | +3.5% |
| 3M | -14.8% | -17.6% | +2.8% | -13.0% |
| 6M | +8.0% | -7.7% | +15.8% | +8.0% |
| YTD | +4.5% | -23.0% | +27.5% | +6.2% |
| 1Y | +9.8% | -26.0% | +35.9% | +12.2% |
| 3Y | +144.2% | +36.9% | +107.3% | +116.9% |
| 5Y | +131.4% | +72.9% | +58.5% | +91.5% |
| 10Y | +273.3% | +519.3% | -246.0% | +140.7% |
| All | +617.4% | +721.0% | -103.6% | +327.0% |
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