-99.9%
FCEL vs RBA
+3,565.6%
-3,665.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| 3M | -30.1% | -20.5% | -9.6% | -23.4% |
| 6M | +74.4% | -18.5% | +93.0% | +88.5% |
| YTD | +104.5% | -18.2% | +122.7% | +120.0% |
| 1Y | +281.4% | -27.5% | +308.9% | +334.9% |
| 3Y | -66.1% | +38.1% | -104.2% | -71.8% |
| 5Y | -91.9% | +44.8% | -136.7% | -93.5% |
| 10Y | -99.2% | +187.1% | -286.3% | -99.6% |
| All | -99.9% | +3,565.6% | -3,665.4% | -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