-29.7%
RIG vs FCEL
-61.1%
+31.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.3% |
| 7D | -8.2% | +15.1% | -23.3% | -9.4% |
| 30D | -0.2% | -16.4% | +16.3% | +0.7% |
| 3M | -2.7% | -5.3% | +2.5% | -6.4% |
| 6M | -7.5% | +124.5% | -132.0% | -24.5% |
| YTD | +38.3% | +126.7% | -88.4% | +11.6% |
| 1Y | +81.8% | +219.9% | -138.0% | +34.2% |
| All | -29.7% | -61.1% | +31.4% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling