-99.8%
FCEL vs ROK
+15,128.0%
-15,227.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | -15.8% | +0.7% | -16.5% | -16.4% |
| 30D | -29.3% | -3.3% | -26.0% | -27.7% |
| 3M | -30.1% | -5.9% | -24.3% | -26.2% |
| 6M | +74.4% | +13.9% | +60.6% | +63.0% |
| YTD | +104.5% | +12.6% | +91.9% | +92.8% |
| 1Y | +281.4% | +28.6% | +252.8% | +232.6% |
| 3Y | -66.1% | +45.1% | -111.2% | -73.0% |
| 5Y | -91.9% | +45.6% | -137.4% | -93.5% |
| 10Y | -99.2% | +345.0% | -444.2% | -99.7% |
| All | -99.8% | +15,128.0% | -15,227.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling