+4.4%
RDW vs FCEL
-97.0%
+101.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +3.1% |
| 7D | +4.8% | +6.3% | -1.4% | +2.9% |
| 30D | -19.5% | -18.8% | -0.7% | -16.1% |
| 3M | -26.9% | -3.8% | -23.1% | -29.9% |
| 6M | +17.8% | +121.1% | -103.4% | -14.9% |
| YTD | +43.0% | +113.3% | -70.2% | +5.6% |
| 1Y | +32.1% | +173.5% | -141.4% | -10.6% |
| 3Y | +250.6% | -63.9% | +314.6% | +221.4% |
| 5Y | -6.6% | -90.7% | +84.1% | +11.0% |
| All | +4.4% | -97.0% | +101.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling