+39.7%
RIG vs FCEL
+32.6%
+7.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.7% | -7.7% |
| 7D | -18.8% | -14.9% | -3.9% | -19.0% |
| 30D | -1.1% | -41.7% | +40.6% | -2.1% |
| 3M | +4.4% | -53.2% | +57.6% | +3.3% |
| 6M | -20.8% | -19.0% | -1.7% | -24.3% |
| YTD | +32.0% | +44.2% | -12.2% | +18.6% |
| 1Y | +39.7% | +42.4% | -2.7% | +24.1% |
| All | +39.7% | +32.6% | +7.2% | +24.1% |
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