-99.8%
FCEL vs RRC
+1,320.6%
-1,420.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -15.8% | +1.3% | -17.1% | -16.1% |
| 30D | -29.3% | +10.1% | -39.4% | -31.1% |
| 3M | -30.1% | +4.0% | -34.1% | -31.2% |
| 6M | +74.4% | +1.6% | +72.9% | +72.4% |
| YTD | +104.5% | +19.7% | +84.8% | +93.7% |
| 1Y | +281.4% | +21.4% | +260.0% | +258.5% |
| 3Y | -66.1% | +29.7% | -95.8% | -68.9% |
| 5Y | -91.9% | +153.9% | -245.7% | -93.9% |
| 10Y | -99.2% | +10.8% | -110.0% | -99.4% |
| All | -99.8% | +1,320.6% | -1,420.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling