-69.3%
FCEL vs RNG
+179.0%
-248.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | -2.8% | +4.6% | -7.4% | -3.5% |
| 30D | -31.6% | +0.4% | -32.1% | -31.5% |
| 3M | -52.4% | +11.4% | -63.8% | -53.3% |
| 6M | -51.4% | +95.7% | -147.1% | -58.9% |
| YTD | +32.4% | +162.9% | -130.5% | -4.5% |
| 1Y | +37.5% | +180.3% | -142.8% | -3.7% |
| 3Y | -69.3% | +188.3% | -257.6% | -81.2% |
| All | -69.3% | +179.0% | -248.3% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling