-51.4%
FCEL vs RMBS
-39.1%
-12.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -2.1% |
| 7D | -2.8% | +10.3% | -13.1% | -12.4% |
| 30D | -31.6% | -10.7% | -20.9% | -22.7% |
| 3M | -52.4% | -17.2% | -35.2% | -41.6% |
| 6M | -51.4% | -39.0% | -12.4% | -19.0% |
| All | -51.4% | -39.1% | -12.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 6mo: compounded portfolio wealth divided by compounded RMBS 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…
6mo analysis · Full analysis span regression · 6 months rolling