-90.7%
FCEL vs ROKU
-54.7%
-36.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | +6.3% | -2.6% | +8.9% | +7.7% |
| 30D | -18.8% | +2.1% | -20.9% | -19.8% |
| 3M | -3.8% | +31.8% | -35.6% | -18.5% |
| 6M | +121.1% | +53.3% | +67.9% | +73.0% |
| YTD | +113.3% | +42.1% | +71.2% | +72.2% |
| 1Y | +173.5% | +62.3% | +111.2% | +108.2% |
| 3Y | -63.9% | +84.6% | -148.6% | -77.4% |
| 5Y | -90.7% | -53.1% | -37.6% | -86.4% |
| All | -90.7% | -54.7% | -36.0% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling