-97.0%
FCEL vs RIO
+89.6%
-186.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -4.7% |
| 7D | +14.8% | +0.1% | +14.6% | +15.1% |
| 30D | -33.9% | -10.5% | -23.4% | -26.8% |
| 3M | -52.7% | -15.9% | -36.8% | -44.6% |
| 6M | -40.0% | -22.3% | -17.7% | -23.8% |
| YTD | +40.2% | +9.3% | +30.9% | +37.8% |
| 1Y | +32.9% | +23.0% | +9.9% | +19.4% |
| 3Y | -66.8% | +52.1% | -118.9% | -74.2% |
| 5Y | -97.0% | +88.9% | -185.8% | -98.3% |
| All | -97.0% | +89.6% | -186.5% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling