-42.2%
RIG vs FCEL
-99.1%
+56.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.9% |
| 7D | -3.1% | +6.3% | -9.4% | -4.0% |
| 30D | -0.5% | -26.7% | +26.1% | +2.0% |
| 3M | -6.0% | -10.2% | +4.2% | -9.0% |
| 6M | -10.1% | +123.5% | -133.6% | -25.4% |
| YTD | +37.3% | +117.4% | -80.1% | +13.5% |
| 1Y | +73.9% | +146.0% | -72.0% | +38.3% |
| 3Y | -30.2% | -61.9% | +31.7% | -36.8% |
| 5Y | +62.5% | -90.5% | +153.0% | +64.6% |
| All | -42.2% | -99.1% | +56.9% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling