-60.3%
FCEL vs ROK
+50.3%
-110.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.1% |
| 7D | +15.1% | +0.2% | +14.9% | +14.8% |
| 30D | -16.4% | -1.8% | -14.6% | -15.2% |
| 3M | -5.3% | -7.2% | +1.9% | +2.4% |
| 6M | +124.5% | +14.2% | +110.4% | +107.6% |
| YTD | +126.7% | +10.6% | +116.1% | +115.2% |
| 1Y | +219.9% | +25.9% | +194.0% | +178.0% |
| All | -60.3% | +50.3% | -110.5% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling