+420.9%
FSLR vs RMD
+346.1%
+74.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -7.7% | +1.9% | -9.6% | -8.3% |
| 3M | -24.0% | +6.3% | -30.3% | -25.5% |
| 6M | -24.4% | +18.2% | -42.7% | -28.5% |
| YTD | -34.0% | +0.3% | -34.3% | -34.9% |
| 1Y | -35.6% | -4.3% | -31.3% | -35.6% |
| 3Y | +28.7% | +71.3% | -42.6% | +4.4% |
| 5Y | +55.3% | -1.8% | +57.1% | +46.6% |
| All | +420.9% | +346.1% | +74.7% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling