-91.3%
FCEL vs ROP
-11.7%
-79.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.1% |
| 7D | -15.8% | -4.4% | -11.4% | -14.6% |
| 30D | -29.3% | +3.2% | -32.5% | -30.2% |
| 3M | -30.1% | +23.1% | -53.2% | -38.6% |
| 6M | +74.4% | +13.3% | +61.1% | +59.4% |
| YTD | +104.5% | -7.9% | +112.4% | +115.1% |
| 1Y | +281.4% | -22.1% | +303.4% | +363.6% |
| 3Y | -66.1% | -16.8% | -49.3% | -63.2% |
| All | -91.3% | -11.7% | -79.6% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling