+281.4%
FCEL vs ROK
+29.3%
+252.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.3% |
| 7D | -15.8% | +0.7% | -16.5% | -16.8% |
| 30D | -29.3% | -3.3% | -26.0% | -26.2% |
| 3M | -30.1% | -5.9% | -24.3% | -22.9% |
| 6M | +74.4% | +13.9% | +60.6% | +61.2% |
| YTD | +104.5% | +12.6% | +91.9% | +87.2% |
| 1Y | +281.4% | +28.6% | +252.8% | +200.3% |
| All | +281.4% | +29.3% | +252.0% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling