-99.8%
FCEL vs RGEN
+1,338.5%
-1,438.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.6% |
| 7D | +3.9% | -3.1% | +7.0% | +4.4% |
| 30D | -33.1% | +0.1% | -33.2% | -33.0% |
| 3M | -43.0% | +4.8% | -47.7% | -43.3% |
| 6M | -31.3% | +48.9% | -80.2% | -34.5% |
| YTD | +49.8% | +5.3% | +44.4% | +47.6% |
| 1Y | +48.2% | +12.5% | +35.7% | +44.9% |
| 3Y | -64.6% | +17.0% | -81.5% | -65.6% |
| 5Y | -96.7% | -35.4% | -61.4% | -96.6% |
| 10Y | -99.0% | +434.6% | -533.6% | -99.1% |
| All | -99.8% | +1,338.5% | -1,438.3% | -99.9% |
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