+28.3%
RDW vs FCEL
+269.1%
-240.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | -3.1% | -15.8% | +12.7% | +1.3% |
| 30D | -1.8% | -29.3% | +27.5% | +7.3% |
| 3M | -50.9% | -30.1% | -20.7% | -48.8% |
| 6M | +13.5% | +74.4% | -61.0% | -20.6% |
| YTD | +38.6% | +104.5% | -66.0% | -6.5% |
| 1Y | +28.3% | +281.4% | -253.1% | +10.7% |
| All | +28.3% | +269.1% | -240.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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