-62.6%
FCEL vs RRX
+1.6%
-64.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -4.6% |
| 7D | +6.3% | -3.7% | +10.0% | +9.3% |
| 30D | -18.8% | -9.3% | -9.5% | -12.9% |
| 3M | -3.8% | -21.8% | +18.0% | +15.9% |
| 6M | +121.1% | -22.0% | +143.1% | +163.6% |
| YTD | +113.3% | +11.9% | +101.3% | +97.4% |
| 1Y | +173.5% | +11.6% | +161.9% | +155.2% |
| All | -62.6% | +1.6% | -64.2% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling