-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 | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | -15.8% | -1.4% | -14.4% | -15.8% |
| 30D | -29.3% | -3.3% | -25.9% | -29.3% |
| 3M | -30.1% | -43.2% | +13.1% | -29.8% |
| 6M | +74.4% | -43.2% | +117.6% | +75.2% |
| YTD | +104.5% | +5.5% | +99.0% | +104.4% |
| 1Y | +281.4% | -1.6% | +283.0% | +281.5% |
| 3Y | -66.1% | +773.7% | -839.8% | -66.8% |
| 5Y | -91.9% | +187.6% | -279.5% | -92.0% |
| 10Y | -99.2% | -98.5% | -0.8% | -99.3% |
| 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