+42.4%
FCEL vs RJF
+7.8%
+34.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.3% | -7.4% |
| 7D | -14.9% | +7.2% | -22.0% | -16.9% |
| 30D | -41.7% | +4.9% | -46.6% | -42.6% |
| 3M | -53.2% | -5.5% | -47.6% | -51.6% |
| 6M | -19.0% | +8.0% | -27.0% | -22.4% |
| YTD | +44.2% | +6.2% | +38.0% | +32.6% |
| 1Y | +42.4% | +7.8% | +34.6% | +27.5% |
| All | +42.4% | +7.8% | +34.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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