-99.8%
FCEL vs RGEN
+1,296.7%
-1,396.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -15.8% | -4.9% | -10.9% | -15.5% |
| 30D | -29.3% | +5.7% | -35.0% | -29.8% |
| 3M | -30.1% | +32.4% | -62.6% | -32.5% |
| 6M | +74.4% | +33.2% | +41.3% | +67.3% |
| YTD | +104.5% | +2.3% | +102.2% | +101.9% |
| 1Y | +281.4% | +39.0% | +242.4% | +265.0% |
| 3Y | -66.1% | -4.6% | -61.5% | -66.5% |
| 5Y | -91.9% | -42.7% | -49.2% | -91.6% |
| 10Y | -99.2% | +433.6% | -532.8% | -99.3% |
| All | -99.8% | +1,296.7% | -1,396.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling