-99.1%
FCEL vs RL
+337.1%
-436.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.9% |
| 7D | -2.8% | +2.6% | -5.4% | -4.0% |
| 30D | -31.6% | +2.9% | -34.6% | -32.5% |
| 3M | -52.4% | 0.0% | -52.4% | -52.4% |
| 6M | -51.4% | +17.1% | -68.5% | -54.7% |
| YTD | +32.4% | +10.1% | +22.3% | +25.8% |
| 1Y | +37.5% | +17.3% | +20.2% | +26.4% |
| 3Y | -69.3% | +249.3% | -318.6% | -84.4% |
| 5Y | -97.1% | +240.9% | -338.0% | -98.5% |
| All | -99.1% | +337.1% | -436.2% | -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