-69.3%
FCEL vs OMC
+29.7%
-98.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.7% |
| 7D | -2.8% | +1.9% | -4.7% | -3.0% |
| 30D | -31.6% | +12.2% | -43.8% | -32.8% |
| 3M | -52.4% | +0.6% | -53.0% | -52.3% |
| 6M | -51.4% | +21.0% | -72.4% | -54.5% |
| YTD | +32.4% | +12.4% | +20.1% | +26.8% |
| 1Y | +37.5% | +25.4% | +12.1% | +22.5% |
| 3Y | -69.3% | +29.2% | -98.5% | -81.6% |
| All | -69.3% | +29.7% | -98.9% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling