-65.2%
FCEL vs RRC
+60.0%
-125.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -33.1% | +25.2% | -58.3% | -38.3% |
| 3M | -43.0% | +27.8% | -70.8% | -48.0% |
| 6M | -31.3% | +27.2% | -58.5% | -37.9% |
| YTD | +49.8% | +48.2% | +1.6% | +25.2% |
| 1Y | +48.2% | +34.7% | +13.5% | +28.9% |
| All | -65.2% | +60.0% | -125.3% | -73.0% |
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