+217.2%
ROL vs FCEL
-99.0%
+316.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | 0.0% |
| 7D | +0.8% | +3.9% | -3.1% | +0.6% |
| 30D | +20.6% | -33.1% | +53.7% | +21.3% |
| 3M | +4.5% | -43.0% | +47.5% | +5.2% |
| 6M | -26.5% | -31.3% | +4.8% | -27.1% |
| YTD | -34.8% | +49.8% | -84.6% | -36.9% |
| 1Y | -33.2% | +48.2% | -81.4% | -35.3% |
| 3Y | +4.5% | -64.6% | +69.0% | +2.3% |
| 5Y | +15.5% | -96.7% | +112.3% | +18.3% |
| 10Y | +217.2% | -99.0% | +316.3% | +228.4% |
| All | +217.2% | -99.0% | +316.2% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling