-58.9%
FCEL vs RRC
+32.7%
-91.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.3% | +19.1% | +18.9% |
| 7D | +4.0% | -1.2% | +5.2% | +4.4% |
| 30D | -13.1% | +9.4% | -22.5% | -16.3% |
| 3M | +14.6% | +7.4% | +7.2% | +10.1% |
| 6M | +133.7% | +1.5% | +132.2% | +129.2% |
| YTD | +143.0% | +19.4% | +123.6% | +119.9% |
| 1Y | +320.9% | +24.2% | +296.6% | +269.1% |
| 3Y | -58.9% | +32.8% | -91.7% | -66.4% |
| All | -58.9% | +32.7% | -91.6% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling