-69.3%
FCEL vs RGEN
+15.2%
-84.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.8% |
| 7D | -2.8% | -3.3% | +0.5% | -1.7% |
| 30D | -31.6% | -5.8% | -25.8% | -29.9% |
| 3M | -52.4% | +0.2% | -52.6% | -52.6% |
| 6M | -51.4% | +56.8% | -108.2% | -59.4% |
| YTD | +32.4% | +2.4% | +30.0% | +30.5% |
| 1Y | +37.5% | +11.4% | +26.1% | +29.7% |
| 3Y | -69.3% | +15.2% | -84.4% | -74.6% |
| All | -69.3% | +15.2% | -84.5% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling