-99.1%
FCEL vs RY
+360.6%
-459.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.3% | +12.8% | +13.2% |
| 7D | -11.2% | -0.9% | -10.3% | -10.3% |
| 30D | -45.8% | +5.9% | -51.6% | -49.8% |
| 3M | -51.0% | -4.3% | -46.7% | -48.0% |
| 6M | -22.2% | +12.1% | -34.4% | -31.8% |
| YTD | +36.3% | +20.3% | +16.0% | +8.3% |
| 1Y | +29.0% | +41.0% | -12.0% | -15.9% |
| 3Y | -70.9% | +157.5% | -228.4% | -91.2% |
| 5Y | -96.3% | +123.2% | -219.5% | -98.6% |
| All | -99.1% | +360.6% | -459.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling