+726.4%
FSLR vs RMD
+1,028.4%
-302.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | -5.0% | +5.0% | +2.3% |
| 30D | -13.7% | +2.2% | -15.9% | -14.9% |
| 3M | -35.1% | +17.8% | -52.9% | -40.5% |
| 6M | +3.6% | -11.3% | +15.0% | +7.7% |
| YTD | -21.7% | -4.4% | -17.3% | -21.9% |
| 1Y | +1.3% | -15.7% | +17.0% | +6.8% |
| 3Y | +9.7% | +47.7% | -38.0% | -17.3% |
| 5Y | +117.4% | -19.2% | +136.6% | +115.2% |
| 10Y | +435.5% | +280.4% | +155.1% | +83.8% |
| All | +726.4% | +1,028.4% | -302.0% | -6.4% |
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