-60.3%
FCEL vs RJF
+71.0%
-131.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.3% |
| 7D | +15.1% | -0.3% | +15.3% | +15.1% |
| 30D | -16.4% | -2.0% | -14.4% | -15.5% |
| 3M | -5.3% | +16.3% | -21.6% | -15.9% |
| 6M | +124.5% | +16.9% | +107.6% | +97.4% |
| YTD | +126.7% | +10.4% | +116.2% | +107.5% |
| 1Y | +219.9% | +7.4% | +212.5% | +200.5% |
| All | -60.3% | +71.0% | -131.2% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling