-99.8%
FCEL vs ROP
+34,173.1%
-34,272.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +14.8% | -2.7% | +17.4% | +16.0% |
| 30D | -33.9% | +29.7% | -63.6% | -42.7% |
| 3M | -52.7% | +21.2% | -73.9% | -58.1% |
| 6M | -40.0% | +48.3% | -88.3% | -53.7% |
| YTD | +40.2% | +8.4% | +31.8% | +24.3% |
| 1Y | +32.9% | +6.0% | +27.0% | +19.5% |
| 3Y | -66.8% | -5.6% | -61.2% | -68.7% |
| 5Y | -97.0% | +1.3% | -98.2% | -97.2% |
| 10Y | -99.1% | +184.1% | -283.2% | -99.5% |
| All | -99.8% | +34,173.1% | -34,272.9% | -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