+146.0%
FCEL vs RNG
+128.1%
+17.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.3% | -6.1% | +12.4% | +5.6% |
| 30D | -26.7% | +9.6% | -36.3% | -26.0% |
| 3M | -10.2% | +83.3% | -93.5% | -9.5% |
| 6M | +123.5% | +77.9% | +45.5% | +121.8% |
| YTD | +117.4% | +139.9% | -22.5% | +102.8% |
| 1Y | +146.0% | +121.7% | +24.3% | +149.0% |
| All | +146.0% | +128.1% | +17.9% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling