+643.1%
RTX vs FSLR
+682.1%
-39.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.7% | +8.3% | +4.2% |
| 7D | -3.2% | +5.3% | -8.4% | -3.9% |
| 30D | +5.6% | +7.8% | -2.2% | +4.3% |
| 3M | -11.7% | -23.4% | +11.7% | -9.0% |
| 6M | +12.3% | -12.9% | +25.2% | +13.0% |
| YTD | +8.2% | -26.7% | +34.9% | +10.7% |
| 1Y | +12.6% | -28.4% | +41.0% | +15.4% |
| 3Y | +152.8% | +44.6% | +108.3% | +122.5% |
| 5Y | +140.2% | +67.9% | +72.3% | +99.3% |
| 10Y | +273.8% | +496.9% | -223.1% | +142.1% |
| All | +643.1% | +682.1% | -39.0% | +344.9% |
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