-96.7%
FCEL vs ROP
-0.2%
-96.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +8.8% |
| 7D | +3.0% | -1.6% | +4.7% | +3.2% |
| 30D | -40.0% | +29.5% | -69.5% | -44.2% |
| 3M | -47.0% | +17.5% | -64.6% | -49.5% |
| 6M | -21.0% | +38.1% | -59.1% | -33.2% |
| YTD | +48.0% | +7.0% | +41.0% | +49.7% |
| 1Y | +43.9% | +6.5% | +37.4% | +46.6% |
| 3Y | -67.5% | -5.5% | -62.0% | -65.4% |
| 5Y | -96.7% | -0.4% | -96.3% | -97.0% |
| All | -96.7% | -0.2% | -96.5% | -97.0% |
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