-99.1%
FCEL vs ROK
+357.9%
-457.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +0.5% |
| 7D | +6.3% | -1.2% | +7.5% | +7.4% |
| 30D | -26.7% | -4.8% | -21.9% | -23.5% |
| 3M | -10.2% | -6.1% | -4.1% | -4.2% |
| 6M | +123.5% | +15.5% | +108.0% | +101.0% |
| YTD | +117.4% | +11.2% | +106.2% | +102.1% |
| 1Y | +146.0% | +23.8% | +122.1% | +110.2% |
| 3Y | -61.9% | +53.1% | -115.0% | -73.6% |
| 5Y | -90.5% | +48.3% | -138.8% | -93.3% |
| All | -99.1% | +357.9% | -457.1% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling