+37.5%
FCEL vs OMC
+24.0%
+13.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.0% |
| 7D | -2.8% | +1.9% | -4.7% | -2.1% |
| 30D | -31.6% | +12.2% | -43.8% | -27.7% |
| 3M | -52.4% | +0.6% | -53.0% | -51.5% |
| 6M | -51.4% | +21.0% | -72.4% | -47.3% |
| YTD | +32.4% | +12.4% | +20.1% | +39.7% |
| 1Y | +37.5% | +25.4% | +12.1% | +44.1% |
| All | +37.5% | +24.0% | +13.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling