+96.0%
ROST vs FCEL
-61.1%
+157.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.7% |
| 7D | -2.2% | +15.1% | -17.3% | -2.4% |
| 30D | -11.4% | -16.4% | +5.0% | -11.3% |
| 3M | -1.6% | -5.3% | +3.6% | -2.1% |
| 6M | +6.8% | +124.5% | -117.7% | +3.1% |
| YTD | +25.8% | +126.7% | -100.9% | +21.1% |
| 1Y | +52.4% | +219.9% | -167.5% | +44.3% |
| All | +96.0% | -61.1% | +157.1% | +91.2% |
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 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