+281.4%
FCEL vs RJF
+7.8%
+273.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | -15.8% | -0.6% | -15.2% | -15.6% |
| 30D | -29.3% | -1.3% | -28.0% | -28.7% |
| 3M | -30.1% | +18.9% | -49.0% | -38.9% |
| 6M | +74.4% | +15.0% | +59.4% | +57.4% |
| YTD | +104.5% | +12.2% | +92.3% | +82.2% |
| 1Y | +281.4% | +5.6% | +275.7% | +269.1% |
| All | +281.4% | +7.8% | +273.5% | +269.1% |
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