+631.5%
FSLR vs RMD
+1,056.9%
-425.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.2% |
| 7D | -2.6% | +3.1% | -5.7% | -4.0% |
| 30D | +1.8% | +1.8% | 0.0% | +0.6% |
| 3M | -24.4% | +6.7% | -31.1% | -27.1% |
| 6M | -17.7% | +13.9% | -31.6% | -24.3% |
| YTD | -30.7% | -2.0% | -28.7% | -32.0% |
| 1Y | -33.6% | -5.4% | -28.2% | -33.8% |
| 3Y | +35.1% | +67.4% | -32.2% | -4.4% |
| 5Y | +63.1% | -5.7% | +68.8% | +48.6% |
| 10Y | +466.4% | +338.4% | +128.1% | +77.1% |
| All | +631.5% | +1,056.9% | -425.4% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling