+6.1%
ROL vs FCEL
-68.6%
+74.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.6% | -6.6% | +2.2% |
| 7D | +7.5% | +3.0% | +4.5% | +7.6% |
| 30D | +21.1% | -40.0% | +61.1% | +20.7% |
| 3M | +3.1% | -47.0% | +50.2% | +2.8% |
| 6M | -27.4% | -21.0% | -6.4% | -28.0% |
| YTD | -34.7% | +48.0% | -82.7% | -35.6% |
| 1Y | -32.9% | +43.9% | -76.8% | -33.8% |
| 3Y | +6.1% | -67.5% | +73.7% | +8.1% |
| All | +6.1% | -68.6% | +74.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling