-99.8%
FCEL vs OMC
+4,084.8%
-4,184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.4% |
| 7D | -15.8% | -6.4% | -9.4% | -12.2% |
| 30D | -29.3% | +1.1% | -30.4% | -29.9% |
| 3M | -30.1% | +10.4% | -40.6% | -36.5% |
| 6M | +74.4% | -1.7% | +76.2% | +68.6% |
| YTD | +104.5% | +4.4% | +100.1% | +86.5% |
| 1Y | +281.4% | +8.4% | +272.9% | +234.3% |
| 3Y | -66.1% | +14.4% | -80.5% | -71.4% |
| 5Y | -91.9% | +33.9% | -125.7% | -93.7% |
| 10Y | -99.2% | +34.9% | -134.1% | -99.4% |
| All | -99.8% | +4,084.8% | -4,184.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling