-90.7%
FCEL vs RNG
-70.1%
-20.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.6% |
| 7D | +6.3% | -9.6% | +15.9% | +10.1% |
| 30D | -18.8% | +8.8% | -27.6% | -22.6% |
| 3M | -3.8% | +78.6% | -82.4% | -29.5% |
| 6M | +121.1% | +70.3% | +50.9% | +58.5% |
| YTD | +113.3% | +140.3% | -27.1% | +20.7% |
| 1Y | +173.5% | +126.6% | +46.9% | +60.2% |
| 3Y | -63.9% | +120.2% | -184.1% | -80.3% |
| 5Y | -90.7% | -68.3% | -22.4% | -87.1% |
| All | -90.7% | -70.1% | -20.6% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling