-62.6%
FCEL vs ROKU
+82.2%
-144.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | +6.3% | -2.6% | +8.9% | +7.6% |
| 30D | -18.8% | +2.1% | -20.9% | -19.7% |
| 3M | -3.8% | +31.8% | -35.6% | -17.2% |
| 6M | +121.1% | +53.3% | +67.9% | +76.7% |
| YTD | +113.3% | +42.1% | +71.2% | +75.6% |
| 1Y | +173.5% | +62.3% | +111.2% | +113.7% |
| All | -62.6% | +82.2% | -144.8% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling