+5,741.4%
ROL vs FCEL
-99.8%
+5,841.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.4% | -15.8% | +14.4% | -0.6% |
| 30D | -4.1% | -29.3% | +25.2% | -2.6% |
| 3M | -22.5% | -30.1% | +7.6% | -22.6% |
| 6M | -37.7% | +74.4% | -112.1% | -41.8% |
| YTD | -39.6% | +104.5% | -144.1% | -44.4% |
| 1Y | -36.0% | +281.4% | -317.4% | -44.0% |
| 3Y | -5.1% | -66.1% | +61.0% | -9.3% |
| 5Y | -3.4% | -91.9% | +88.5% | -3.2% |
| 10Y | +215.2% | -99.2% | +314.5% | +193.9% |
| All | +5,741.4% | -99.8% | +5,841.2% | +5,114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling