-99.8%
FCEL vs RL
+1,366.2%
-1,465.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.9% |
| 7D | -15.8% | -0.8% | -15.0% | -15.4% |
| 30D | -29.3% | -7.8% | -21.5% | -26.6% |
| 3M | -30.1% | -4.0% | -26.1% | -28.7% |
| 6M | +74.4% | -1.9% | +76.3% | +76.0% |
| YTD | +104.5% | -0.2% | +104.7% | +105.2% |
| 1Y | +281.4% | +10.7% | +270.7% | +265.1% |
| 3Y | -66.1% | +210.8% | -276.9% | -80.4% |
| 5Y | -91.9% | +238.2% | -330.1% | -95.4% |
| 10Y | -99.2% | +313.4% | -412.6% | -99.6% |
| All | -99.8% | +1,366.2% | -1,465.9% | -99.9% |
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 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