-60.3%
FCEL vs RIO
+95.3%
-155.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | +15.1% | +1.0% | +14.1% | +14.0% |
| 30D | -16.4% | +4.0% | -20.5% | -20.1% |
| 3M | -5.3% | +4.5% | -9.8% | -9.5% |
| 6M | +124.5% | +17.3% | +107.2% | +94.2% |
| YTD | +126.7% | +36.2% | +90.5% | +69.1% |
| 1Y | +219.9% | +76.1% | +143.7% | +85.0% |
| All | -60.3% | +95.3% | -155.6% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling