-99.1%
FCEL vs ROP
+185.2%
-284.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | -31.6% | +28.8% | -60.4% | -40.7% |
| 3M | -52.4% | +21.1% | -73.5% | -57.8% |
| 6M | -51.4% | +52.5% | -103.9% | -64.6% |
| YTD | +32.4% | +8.9% | +23.6% | +19.5% |
| 1Y | +37.5% | +8.2% | +29.3% | +24.8% |
| 3Y | -69.3% | -5.2% | -64.1% | -69.9% |
| 5Y | -97.1% | +1.7% | -98.8% | -97.3% |
| All | -99.1% | +185.2% | -284.3% | -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