-97.0%
FCEL vs RRC
+134.0%
-231.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | -2.8% | +6.4% | -9.2% | -5.0% |
| 30D | -31.6% | +23.9% | -55.5% | -37.1% |
| 3M | -52.4% | +30.2% | -82.6% | -57.2% |
| 6M | -51.4% | +26.3% | -77.7% | -56.2% |
| YTD | +32.4% | +48.1% | -15.7% | +11.6% |
| 1Y | +37.5% | +37.7% | -0.2% | +18.6% |
| 3Y | -69.3% | +60.3% | -129.6% | -75.7% |
| All | -97.0% | +134.0% | -231.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling