-91.7%
FCEL vs RBA
+45.3%
-137.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -15.8% | -2.9% | -12.9% | -14.6% |
| 30D | -29.3% | -12.3% | -17.0% | -25.0% |
| 3M | -30.1% | -20.5% | -9.6% | -23.0% |
| 6M | +74.4% | -18.5% | +93.0% | +89.0% |
| YTD | +104.5% | -18.2% | +122.7% | +120.4% |
| 1Y | +281.4% | -27.5% | +308.9% | +339.2% |
| 3Y | -66.1% | +38.1% | -104.2% | -73.1% |
| All | -91.7% | +45.3% | -137.0% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling