-99.2%
FCEL vs RY
+371.9%
-471.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.8% |
| 7D | -15.8% | +3.1% | -18.9% | -19.6% |
| 30D | -29.3% | -0.3% | -29.0% | -29.0% |
| 3M | -30.1% | +8.7% | -38.8% | -36.6% |
| 6M | +74.4% | +28.5% | +45.9% | +26.6% |
| YTD | +104.5% | +25.1% | +79.4% | +54.1% |
| 1Y | +281.4% | +46.3% | +235.1% | +137.9% |
| 3Y | -66.1% | +154.9% | -221.0% | -89.6% |
| 5Y | -91.9% | +140.3% | -232.2% | -97.2% |
| All | -99.2% | +371.9% | -471.1% | -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