-24.1%
RKT vs FCEL
-87.3%
+63.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.7% |
| 7D | -9.0% | -2.8% | -6.2% | -8.7% |
| 30D | +30.2% | -31.6% | +61.8% | +35.0% |
| 3M | -8.8% | -52.4% | +43.6% | -2.5% |
| 6M | -0.9% | -51.4% | +50.5% | +0.8% |
| YTD | -29.2% | +32.4% | -61.6% | -39.5% |
| 1Y | -20.1% | +37.5% | -57.6% | -32.7% |
| 3Y | +81.3% | -69.3% | +150.6% | +71.2% |
| 5Y | -6.6% | -97.1% | +90.5% | +10.4% |
| All | -24.1% | -87.3% | +63.2% | -18.0% |
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