-42.0%
RIG vs FCEL
-99.8%
+57.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.1% |
| 7D | -8.2% | +15.1% | -23.3% | -10.0% |
| 30D | -0.2% | -16.4% | +16.3% | +0.9% |
| 3M | -2.7% | -5.3% | +2.5% | -6.7% |
| 6M | -7.5% | +124.5% | -132.0% | -23.9% |
| YTD | +38.3% | +126.7% | -88.4% | +12.8% |
| 1Y | +81.8% | +219.9% | -138.0% | +38.2% |
| 3Y | -30.2% | -61.6% | +31.4% | -37.1% |
| 5Y | +59.9% | -90.5% | +150.5% | +62.6% |
| 10Y | -41.9% | -99.1% | +57.2% | -44.2% |
| All | -42.0% | -99.8% | +57.8% | -42.4% |
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