-99.1%
FCEL vs ROP
+181.1%
-280.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.7% |
| 30D | -43.0% | +30.3% | -73.3% | -50.9% |
| 3M | -48.2% | +17.8% | -65.9% | -53.4% |
| 6M | -25.0% | +38.9% | -63.9% | -42.3% |
| YTD | +40.6% | +7.6% | +33.0% | +27.5% |
| 1Y | +36.0% | +6.5% | +29.5% | +24.7% |
| 3Y | -66.7% | -6.3% | -60.5% | -67.2% |
| 5Y | -96.7% | +0.9% | -97.6% | -96.9% |
| All | -99.1% | +181.1% | -280.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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