-99.8%
FCEL vs ROP
+33,726.3%
-33,826.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.1% |
| 7D | +3.0% | -1.6% | +4.7% | +3.4% |
| 30D | -40.0% | +29.5% | -69.5% | -48.0% |
| 3M | -47.0% | +17.5% | -64.6% | -52.4% |
| 6M | -21.0% | +38.1% | -59.1% | -37.1% |
| YTD | +48.0% | +7.0% | +41.0% | +32.0% |
| 1Y | +43.9% | +6.5% | +37.4% | +28.9% |
| 3Y | -67.5% | -5.5% | -62.0% | -69.4% |
| 5Y | -96.7% | -0.4% | -96.3% | -96.9% |
| 10Y | -99.0% | +183.6% | -282.6% | -99.4% |
| All | -99.8% | +33,726.3% | -33,826.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling