-99.7%
FCEL vs RRX
+3,288.2%
-3,387.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.5% | +18.3% | +18.4% |
| 7D | +4.0% | +4.3% | -0.3% | +0.9% |
| 30D | -13.1% | -8.0% | -5.1% | -7.9% |
| 3M | +14.6% | -22.0% | +36.6% | +37.6% |
| 6M | +133.7% | -11.9% | +145.6% | +154.5% |
| YTD | +143.0% | +17.1% | +125.9% | +114.4% |
| 1Y | +320.9% | +14.9% | +306.0% | +277.8% |
| 3Y | -58.9% | +6.9% | -65.8% | -63.0% |
| 5Y | -89.7% | +19.6% | -109.2% | -91.1% |
| 10Y | -99.1% | +215.9% | -315.0% | -99.6% |
| All | -99.7% | +3,288.2% | -3,387.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling