-99.0%
FCEL vs RRC
+72.2%
-171.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | -33.1% | +25.2% | -58.3% | -38.5% |
| 3M | -43.0% | +27.8% | -70.8% | -48.1% |
| 6M | -31.3% | +27.2% | -58.5% | -37.9% |
| YTD | +49.8% | +48.2% | +1.6% | +27.9% |
| 1Y | +48.2% | +34.7% | +13.5% | +30.2% |
| 3Y | -64.6% | +62.2% | -126.8% | -71.3% |
| 5Y | -96.7% | +130.9% | -227.6% | -97.8% |
| 10Y | -99.0% | +73.4% | -172.5% | -99.5% |
| All | -99.0% | +72.2% | -171.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling