-90.6%
FCEL vs RJF
+104.0%
-194.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +6.3% | -2.7% | +9.0% | +8.6% |
| 30D | -26.7% | -4.3% | -22.4% | -24.3% |
| 3M | -10.2% | +15.7% | -25.9% | -21.4% |
| 6M | +123.5% | +17.8% | +105.7% | +91.2% |
| YTD | +117.4% | +9.2% | +108.2% | +97.9% |
| 1Y | +146.0% | +2.8% | +143.2% | +136.3% |
| 3Y | -61.9% | +69.5% | -131.3% | -77.3% |
| All | -90.6% | +104.0% | -194.6% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling