-97.4%
FCEL vs ROKU
+880.6%
-978.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.3% | -0.4% | +6.7% | +6.5% |
| 30D | -26.7% | +2.1% | -28.7% | -27.3% |
| 3M | -10.2% | +29.5% | -39.7% | -19.5% |
| 6M | +123.5% | +53.8% | +69.7% | +88.1% |
| YTD | +117.4% | +42.8% | +74.6% | +87.2% |
| 1Y | +146.0% | +60.7% | +85.2% | +104.4% |
| 3Y | -61.9% | +83.9% | -145.8% | -71.9% |
| 5Y | -90.5% | -52.8% | -37.7% | -90.5% |
| All | -97.4% | +880.6% | -978.0% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling