-70.9%
FCEL vs RL
+240.1%
-310.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.4% | +12.9% | +12.4% |
| 7D | -11.2% | -4.2% | -7.1% | -8.7% |
| 30D | -45.8% | +4.3% | -50.1% | -47.1% |
| 3M | -51.0% | -4.6% | -46.4% | -49.5% |
| 6M | -22.2% | +1.7% | -24.0% | -23.2% |
| YTD | +36.3% | +7.3% | +28.9% | +29.1% |
| 1Y | +29.0% | +20.8% | +8.2% | +14.6% |
| 3Y | -70.9% | +247.0% | -317.8% | -89.9% |
| All | -70.9% | +240.1% | -310.9% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling