-99.9%
FCEL vs RBA
+4,118.8%
-4,218.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | -8.3% | +3.2% | -11.5% | -9.6% |
| 30D | -43.0% | +12.0% | -55.0% | -46.2% |
| 3M | -48.2% | +2.9% | -51.0% | -49.6% |
| 6M | -25.0% | -6.3% | -18.7% | -24.7% |
| YTD | +40.6% | -5.9% | +46.5% | +40.4% |
| 1Y | +36.0% | -3.9% | +39.9% | +34.9% |
| 3Y | -66.7% | +64.9% | -131.6% | -74.8% |
| 5Y | -96.7% | +48.5% | -145.1% | -97.4% |
| 10Y | -99.0% | +211.8% | -310.8% | -99.5% |
| All | -99.9% | +4,118.8% | -4,218.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling