-90.5%
FCEL vs OMC
+29.1%
-119.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -5.0% |
| 7D | +15.1% | -4.2% | +19.3% | +17.3% |
| 30D | -16.4% | -7.5% | -8.9% | -13.3% |
| 3M | -5.3% | +4.6% | -9.9% | -11.2% |
| 6M | +124.5% | -4.8% | +129.4% | +122.1% |
| YTD | +126.7% | -1.0% | +127.7% | +114.6% |
| 1Y | +219.9% | +3.8% | +216.0% | +186.4% |
| 3Y | -61.6% | +10.2% | -71.9% | -68.6% |
| 5Y | -90.5% | +29.7% | -120.2% | -93.8% |
| All | -90.5% | +29.1% | -119.6% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling