-99.0%
FCEL vs RL
+369.1%
-468.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -8.3% | +1.3% | -9.6% | -8.7% |
| 30D | -43.0% | +7.6% | -50.6% | -45.1% |
| 3M | -48.2% | -1.5% | -46.7% | -47.7% |
| 6M | -25.0% | +12.1% | -37.0% | -29.0% |
| YTD | +40.6% | +13.9% | +26.7% | +31.1% |
| 1Y | +36.0% | +20.7% | +15.3% | +23.3% |
| 3Y | -66.7% | +260.6% | -327.3% | -83.4% |
| 5Y | -96.7% | +248.9% | -345.5% | -98.3% |
| 10Y | -99.0% | +355.9% | -454.9% | -99.6% |
| All | -99.0% | +369.1% | -468.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling