+42.4%
FCEL vs RRX
+30.0%
+12.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.3% | -3.2% |
| 7D | -14.9% | +7.6% | -22.5% | -19.7% |
| 30D | -41.7% | +7.5% | -49.2% | -44.3% |
| 3M | -53.2% | -21.0% | -32.1% | -45.2% |
| 6M | -19.0% | -18.1% | -1.0% | -6.3% |
| YTD | +44.2% | +24.3% | +19.9% | +37.2% |
| 1Y | +42.4% | +29.3% | +13.1% | +32.9% |
| All | +42.4% | +30.0% | +12.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling