-99.1%
FCEL vs RL
+297.6%
-396.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -4.9% |
| 7D | +15.1% | -0.3% | +15.3% | +15.2% |
| 30D | -16.4% | -17.5% | +1.1% | -7.3% |
| 3M | -5.3% | -14.0% | +8.7% | +2.6% |
| 6M | +124.5% | -2.0% | +126.5% | +126.2% |
| YTD | +126.7% | -4.6% | +131.3% | +132.4% |
| 1Y | +219.9% | +9.5% | +210.4% | +206.2% |
| 3Y | -61.6% | +200.5% | -262.1% | -78.7% |
| 5Y | -90.5% | +226.3% | -316.8% | -94.9% |
| 10Y | -99.1% | +304.8% | -403.9% | -99.6% |
| All | -99.1% | +297.6% | -396.7% | -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