-99.8%
FCEL vs ROP
+29,037.0%
-29,136.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.6% |
| 7D | -15.8% | -4.4% | -11.4% | -14.0% |
| 30D | -29.3% | +3.2% | -32.5% | -30.6% |
| 3M | -30.1% | +23.1% | -53.2% | -39.0% |
| 6M | +74.4% | +13.3% | +61.1% | +56.4% |
| YTD | +104.5% | -7.9% | +112.4% | +100.9% |
| 1Y | +281.4% | -22.1% | +303.4% | +308.8% |
| 3Y | -66.1% | -16.8% | -49.3% | -65.1% |
| 5Y | -91.9% | -13.5% | -78.3% | -91.7% |
| 10Y | -99.2% | +137.7% | -236.9% | -99.5% |
| All | -99.8% | +29,037.0% | -29,136.8% | -99.9% |
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 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