-99.8%
FCEL vs RL
+1,568.4%
-1,668.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +5.9% |
| 7D | +3.0% | +0.2% | +2.8% | +3.2% |
| 30D | -40.0% | +7.3% | -47.3% | -41.9% |
| 3M | -47.0% | +1.0% | -48.1% | -47.3% |
| 6M | -21.0% | +11.8% | -32.8% | -24.6% |
| YTD | +48.0% | +13.6% | +34.4% | +39.6% |
| 1Y | +43.9% | +24.0% | +19.8% | +30.4% |
| 3Y | -67.5% | +256.6% | -324.1% | -82.4% |
| 5Y | -96.7% | +240.2% | -336.9% | -98.1% |
| 10Y | -99.0% | +373.0% | -472.0% | -99.6% |
| All | -99.8% | +1,568.4% | -1,668.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling