-99.8%
FCEL vs ROK
+14,027.5%
-14,127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.3% |
| 7D | -2.8% | +7.1% | -9.9% | -6.9% |
| 30D | -31.6% | -5.0% | -26.7% | -28.7% |
| 3M | -52.4% | -9.4% | -43.0% | -48.8% |
| 6M | -51.4% | -11.0% | -40.4% | -45.8% |
| YTD | +32.4% | +4.4% | +28.0% | +32.3% |
| 1Y | +37.5% | +7.4% | +30.1% | +35.2% |
| 3Y | -69.3% | +61.0% | -130.2% | -76.8% |
| 5Y | -97.1% | +30.4% | -127.5% | -97.5% |
| 10Y | -99.1% | +264.8% | -363.9% | -99.6% |
| All | -99.8% | +14,027.5% | -14,127.4% | -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