+208.2%
ROL vs FCEL
-99.1%
+307.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.0% |
| 7D | -3.3% | +15.1% | -18.3% | -3.6% |
| 30D | -7.2% | -16.4% | +9.2% | -7.0% |
| 3M | -27.0% | -5.3% | -21.7% | -27.5% |
| 6M | -39.5% | +124.5% | -164.0% | -41.6% |
| YTD | -41.8% | +126.7% | -168.5% | -43.9% |
| 1Y | -38.9% | +219.9% | -258.8% | -41.9% |
| 3Y | -0.4% | -61.6% | +61.3% | -2.2% |
| 5Y | -4.2% | -90.5% | +86.3% | -4.1% |
| 10Y | +208.2% | -99.1% | +307.3% | +218.2% |
| All | +208.2% | -99.1% | +307.3% | +218.2% |
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