+726.4%
FSLR vs RMBS
+278.1%
+448.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -13.7% | -12.2% | -1.5% | -10.4% |
| 3M | -35.1% | -49.5% | +14.5% | -20.5% |
| 6M | +3.6% | -7.1% | +10.8% | +1.4% |
| YTD | -21.7% | -7.0% | -14.7% | -25.3% |
| 1Y | +1.3% | +13.3% | -12.1% | -11.3% |
| 3Y | +9.7% | +49.2% | -39.5% | -19.9% |
| 5Y | +117.4% | +250.0% | -132.6% | +15.3% |
| 10Y | +435.5% | +495.1% | -59.6% | +128.7% |
| All | +726.4% | +278.1% | +448.3% | +121.5% |
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