+660.0%
RTX vs FSLR
+734.5%
-74.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -9.4% | -13.7% | +4.3% | -7.7% |
| 3M | +12.3% | -35.1% | +47.4% | +18.2% |
| 6M | -3.1% | +3.6% | -6.8% | -4.4% |
| YTD | +10.7% | -21.7% | +32.4% | +12.7% |
| 1Y | +28.4% | +1.3% | +27.1% | +25.8% |
| 3Y | +147.1% | +9.7% | +137.4% | +127.2% |
| 5Y | +167.2% | +117.4% | +49.9% | +113.9% |
| 10Y | +274.7% | +435.5% | -160.8% | +146.5% |
| All | +660.0% | +734.5% | -74.5% | +353.1% |
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