+173.5%
FCEL vs ROK
+24.9%
+148.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -4.6% |
| 7D | +6.3% | -1.6% | +7.9% | +8.3% |
| 30D | -18.8% | -5.4% | -13.4% | -12.9% |
| 3M | -3.8% | -4.0% | +0.1% | +3.3% |
| 6M | +121.1% | +13.3% | +107.8% | +103.1% |
| YTD | +113.3% | +9.3% | +103.9% | +98.4% |
| 1Y | +173.5% | +25.8% | +147.7% | +99.8% |
| All | +173.5% | +24.9% | +148.6% | +99.8% |
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