+65.3%
RIG vs FCEL
-91.3%
+156.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.8% |
| 7D | -4.2% | +6.3% | -10.4% | -5.2% |
| 30D | -0.7% | -18.8% | +18.1% | +0.9% |
| 3M | -4.0% | -3.8% | -0.2% | -9.5% |
| 6M | -6.3% | +121.1% | -127.5% | -29.0% |
| YTD | +39.7% | +113.3% | -73.6% | +5.2% |
| 1Y | +78.1% | +173.5% | -95.4% | +21.8% |
| 3Y | -29.5% | -63.9% | +34.4% | -36.5% |
| 5Y | +65.3% | -90.7% | +156.0% | +90.5% |
| All | +65.3% | -91.3% | +156.6% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling