+631.5%
FSLR vs RMBS
+257.3%
+374.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.6% |
| 7D | -2.6% | -8.4% | +5.8% | -1.0% |
| 30D | +1.8% | -24.9% | +26.6% | +9.6% |
| 3M | -24.4% | -15.8% | -8.6% | -22.2% |
| 6M | -17.7% | -37.5% | +19.8% | -8.1% |
| YTD | -30.7% | -12.1% | -18.6% | -34.1% |
| 1Y | -33.6% | -27.0% | -6.6% | -33.2% |
| 3Y | +35.1% | +28.8% | +6.3% | +2.2% |
| 5Y | +63.1% | +236.2% | -173.2% | -14.3% |
| 10Y | +466.4% | +546.6% | -80.1% | +131.1% |
| All | +631.5% | +257.3% | +374.2% | +95.3% |
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