-4.7%
ROL vs FCEL
-90.2%
+85.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.8% | -21.3% | -2.8% |
| 7D | -3.4% | +4.0% | -7.4% | -3.5% |
| 30D | -6.9% | -13.1% | +6.1% | -6.8% |
| 3M | -24.6% | +14.6% | -39.2% | -25.5% |
| 6M | -39.5% | +133.7% | -173.2% | -41.9% |
| YTD | -41.1% | +143.0% | -184.1% | -43.6% |
| 1Y | -37.9% | +320.9% | -358.8% | -42.1% |
| 3Y | +0.8% | -58.9% | +59.7% | +0.9% |
| 5Y | -4.7% | -89.7% | +85.0% | +0.4% |
| All | -4.7% | -90.2% | +85.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling