-100.0%
FCEL vs RCAT
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +18.6% | -7.1% | +11.4% |
| 7D | -11.2% | -12.7% | +1.5% | -11.1% |
| 30D | -45.8% | -34.3% | -11.5% | -45.6% |
| 3M | -51.0% | -53.4% | +2.4% | -50.6% |
| 6M | -22.2% | -62.0% | +39.7% | -21.5% |
| YTD | +36.3% | -49.1% | +85.3% | +37.2% |
| 1Y | +29.0% | -53.1% | +82.1% | +29.9% |
| 3Y | -70.9% | +318.7% | -389.5% | -71.2% |
| 5Y | -96.3% | +48.5% | -144.8% | -96.3% |
| 10Y | -99.1% | -99.6% | +0.6% | -99.1% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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