-70.9%
FCEL vs RBA
+42.3%
-113.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.3% | +12.9% | +11.9% |
| 7D | -11.2% | +4.3% | -15.5% | -12.6% |
| 30D | -45.8% | +16.3% | -62.1% | -48.8% |
| 3M | -51.0% | +1.3% | -52.3% | -51.4% |
| 6M | -22.2% | -11.1% | -11.2% | -19.5% |
| YTD | +36.3% | -8.5% | +44.7% | +38.5% |
| 1Y | +29.0% | -2.1% | +31.1% | +27.6% |
| 3Y | -70.9% | +44.6% | -115.4% | -76.9% |
| All | -70.9% | +42.3% | -113.2% | -76.9% |
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