-58.9%
FCEL vs ROP
-18.5%
-40.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.7% | +18.2% |
| 7D | +4.0% | -5.4% | +9.4% | +3.1% |
| 30D | -13.1% | -1.6% | -11.4% | -13.2% |
| 3M | +14.6% | +18.8% | -4.3% | +13.0% |
| 6M | +133.7% | +8.2% | +125.5% | +137.9% |
| YTD | +143.0% | -10.5% | +153.4% | +166.8% |
| 1Y | +320.9% | -23.7% | +344.6% | +405.9% |
| 3Y | -58.9% | -17.9% | -41.0% | -59.6% |
| All | -58.9% | -18.5% | -40.4% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling