+37.5%
FCEL vs RIO
+21.8%
+15.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -2.8% | -0.9% | -1.9% | -1.2% |
| 30D | -31.6% | -9.1% | -22.5% | -22.4% |
| 3M | -52.4% | -13.7% | -38.7% | -42.2% |
| 6M | -51.4% | -24.3% | -27.1% | -33.6% |
| YTD | +32.4% | +8.9% | +23.5% | +45.9% |
| 1Y | +37.5% | +22.7% | +14.8% | +56.1% |
| All | +37.5% | +21.8% | +15.7% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling