+592.8%
FSLR vs RMBS
+263.8%
+328.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | -14.8% | +10.3% | -25.1% | -17.7% |
| 30D | -4.3% | -10.7% | +6.4% | -2.4% |
| 3M | -23.4% | -17.2% | -6.2% | -20.7% |
| 6M | -26.9% | -39.0% | +12.1% | -17.9% |
| YTD | -34.4% | -10.5% | -23.9% | -38.1% |
| 1Y | -33.2% | -11.0% | -22.2% | -37.0% |
| 3Y | +28.1% | +31.3% | -3.3% | -3.8% |
| 5Y | +54.5% | +242.8% | -188.3% | -19.4% |
| 10Y | +434.6% | +536.9% | -102.4% | +119.0% |
| All | +592.8% | +263.8% | +328.9% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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