-34.7%
ROL vs FCEL
+32.6%
-67.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.7% | +2.6% |
| 7D | +14.6% | -14.9% | +29.4% | +14.1% |
| 30D | +29.3% | -41.7% | +70.9% | +27.8% |
| 3M | +2.0% | -53.2% | +55.2% | +0.7% |
| 6M | -28.5% | -19.0% | -9.5% | -29.9% |
| YTD | -35.3% | +44.2% | -79.5% | -37.6% |
| 1Y | -34.7% | +42.4% | -77.1% | -37.1% |
| All | -34.7% | +32.6% | -67.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling