+824.5%
RIOT vs FCEL
-99.3%
+923.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +18.8% | -16.7% | -1.8% |
| 7D | +25.1% | +4.0% | +21.1% | +23.2% |
| 30D | +8.5% | -13.1% | +21.5% | +10.1% |
| 3M | -13.4% | +14.6% | -27.9% | -19.2% |
| 6M | +57.1% | +133.7% | -76.5% | +18.6% |
| YTD | +75.7% | +143.0% | -67.3% | +32.0% |
| 1Y | +65.6% | +320.9% | -255.2% | +7.3% |
| 3Y | +103.3% | -58.9% | +162.2% | +84.4% |
| 5Y | -26.7% | -89.7% | +62.9% | -12.1% |
| 10Y | +527.2% | -99.1% | +626.2% | +886.6% |
| All | +824.5% | -99.3% | +923.8% | +1,392.1% |
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 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