-27.0%
RKT vs FCEL
-79.6%
+52.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.1% |
| 7D | -7.2% | +6.3% | -13.5% | -8.2% |
| 30D | -7.9% | -18.8% | +10.9% | -6.4% |
| 3M | +5.2% | -3.8% | +9.0% | +1.3% |
| 6M | -14.9% | +121.1% | -136.0% | -29.8% |
| YTD | -31.9% | +113.3% | -145.1% | -44.2% |
| 1Y | -36.9% | +173.5% | -210.4% | -51.8% |
| 3Y | +35.7% | -63.9% | +99.6% | +28.3% |
| 5Y | -9.7% | -90.7% | +81.0% | -1.3% |
| All | -27.0% | -79.6% | +52.6% | -24.3% |
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