+6,107.4%
ROL vs FCEL
-99.8%
+6,207.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.1% |
| 7D | -1.7% | +14.8% | -16.5% | -2.5% |
| 30D | +18.5% | -33.9% | +52.4% | +20.7% |
| 3M | +4.3% | -52.7% | +57.0% | +7.5% |
| 6M | -27.7% | -40.0% | +12.3% | -28.4% |
| YTD | -35.8% | +40.2% | -76.0% | -40.2% |
| 1Y | -34.1% | +32.9% | -67.0% | -38.7% |
| 3Y | +2.9% | -66.8% | +69.8% | -2.2% |
| 5Y | +12.7% | -97.0% | +109.7% | +19.5% |
| 10Y | +212.6% | -99.1% | +311.7% | +182.5% |
| All | +6,107.4% | -99.8% | +6,207.3% | +5,507.3% |
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