+219.9%
FCEL vs ROP
-24.5%
+244.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -7.7% |
| 7D | +15.1% | -6.1% | +21.2% | +10.4% |
| 30D | -16.4% | -3.4% | -13.1% | -17.9% |
| 3M | -5.3% | +16.7% | -21.9% | +1.2% |
| 6M | +124.5% | +8.1% | +116.5% | +147.9% |
| YTD | +126.7% | -11.7% | +138.4% | +178.1% |
| 1Y | +219.9% | -24.2% | +244.1% | +425.8% |
| All | +219.9% | -24.5% | +244.4% | +425.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling