-32.1%
FCEL vs ROP
+39.5%
-71.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +6.8% |
| 7D | +3.0% | -1.6% | +4.7% | +1.1% |
| 30D | -40.0% | +29.5% | -69.5% | -2.3% |
| 3M | -47.0% | +17.5% | -64.6% | -27.2% |
| All | -32.1% | +39.5% | -71.6% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling