-99.7%
FCEL vs RNG
+309.1%
-408.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.4% | +23.2% | +20.3% |
| 7D | +4.0% | -0.8% | +4.8% | +3.7% |
| 30D | -13.1% | +11.4% | -24.5% | -17.4% |
| 3M | +14.6% | +72.1% | -57.5% | -11.8% |
| 6M | +133.7% | +67.9% | +65.7% | +75.9% |
| YTD | +143.0% | +144.3% | -1.4% | +49.3% |
| 1Y | +320.9% | +117.5% | +203.3% | +171.5% |
| 3Y | -58.9% | +123.9% | -182.8% | -75.1% |
| 5Y | -89.7% | -70.1% | -19.6% | -87.9% |
| 10Y | -99.1% | +215.9% | -314.9% | -99.6% |
| All | -99.7% | +309.1% | -408.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling