-90.5%
FCEL vs ROK
+45.0%
-135.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 6M | +124.5% | +14.2% | +110.4% | +104.3% |
| YTD | +126.7% | +10.6% | +116.1% | +112.1% |
| 1Y | +219.9% | +25.9% | +194.0% | +170.6% |
| 3Y | -61.6% | +50.8% | -112.4% | -72.8% |
| 5Y | -90.5% | +47.0% | -137.6% | -93.5% |
| All | -90.5% | +45.0% | -135.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling