-97.1%
FCEL vs ROKU
+883.2%
-980.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +18.9% |
| 7D | +4.0% | -0.1% | +4.1% | +3.9% |
| 30D | -13.1% | +1.5% | -14.5% | -13.6% |
| 3M | +14.6% | +25.7% | -11.1% | +3.8% |
| 6M | +133.7% | +54.5% | +79.2% | +96.3% |
| YTD | +143.0% | +43.2% | +99.8% | +109.0% |
| 1Y | +320.9% | +56.3% | +264.6% | +252.5% |
| 3Y | -58.9% | +86.1% | -145.0% | -69.8% |
| 5Y | -89.7% | -53.6% | -36.1% | -89.6% |
| All | -97.1% | +883.2% | -980.3% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling