-26.0%
FSLR vs RDW
+9.7%
-35.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.6% | +5.3% |
| 7D | +10.3% | -14.3% | +24.6% | +12.5% |
| 30D | +10.4% | -26.0% | +36.4% | +14.7% |
| 3M | -20.2% | -27.4% | +7.2% | -17.0% |
| 6M | -8.0% | -10.6% | +2.7% | -3.8% |
| YTD | -25.5% | +1.6% | -27.1% | -27.8% |
| 1Y | -26.0% | +11.1% | -37.0% | -29.0% |
| All | -26.0% | +9.7% | -35.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling