-65.9%
FCEL vs RBA
+32.9%
-98.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -15.8% | -2.9% | -12.9% | -14.7% |
| 30D | -29.3% | -12.3% | -17.0% | -25.2% |
| 3M | -30.1% | -20.5% | -9.6% | -23.5% |
| 6M | +74.4% | -18.5% | +93.0% | +87.6% |
| YTD | +104.5% | -18.2% | +122.7% | +118.7% |
| 1Y | +281.4% | -27.5% | +308.9% | +336.4% |
| All | -65.9% | +32.9% | -98.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling