-99.1%
FCEL vs OMC
+53.0%
-152.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.3% |
| 7D | -2.8% | +1.9% | -4.7% | -3.7% |
| 30D | -31.6% | +12.2% | -43.8% | -36.4% |
| 3M | -52.4% | +0.6% | -53.0% | -53.2% |
| 6M | -51.4% | +21.0% | -72.4% | -58.8% |
| YTD | +32.4% | +12.4% | +20.1% | +14.7% |
| 1Y | +37.5% | +25.4% | +12.1% | +9.4% |
| 3Y | -69.3% | +29.2% | -98.5% | -76.7% |
| 5Y | -97.1% | +52.6% | -149.7% | -98.0% |
| All | -99.1% | +53.0% | -152.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling