-99.2%
FCEL vs RIO
+604.6%
-703.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -2.5% |
| 7D | +6.3% | -3.4% | +9.6% | +9.4% |
| 30D | -18.8% | +0.6% | -19.4% | -19.3% |
| 3M | -3.8% | +2.5% | -6.4% | -5.0% |
| 6M | +121.1% | +10.8% | +110.3% | +107.7% |
| YTD | +113.3% | +30.5% | +82.8% | +76.9% |
| 1Y | +173.5% | +68.1% | +105.4% | +87.0% |
| 3Y | -63.9% | +94.0% | -157.9% | -77.7% |
| 5Y | -90.7% | +92.0% | -182.7% | -94.5% |
| All | -99.2% | +604.6% | -703.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling