-91.7%
FCEL vs RL
+238.1%
-329.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.4% |
| 7D | -15.8% | -0.8% | -15.0% | -15.2% |
| 30D | -29.3% | -7.8% | -21.5% | -25.2% |
| 3M | -30.1% | -4.0% | -26.1% | -28.2% |
| 6M | +74.4% | -1.9% | +76.3% | +74.9% |
| YTD | +104.5% | -0.2% | +104.7% | +103.0% |
| 1Y | +281.4% | +10.7% | +270.7% | +251.9% |
| 3Y | -66.1% | +210.8% | -276.9% | -87.0% |
| All | -91.7% | +238.1% | -329.8% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling