-60.2%
FCEL vs OTIS
+91.3%
-151.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.8% |
| 7D | +6.3% | -3.0% | +9.3% | +8.2% |
| 30D | -26.7% | -6.0% | -20.7% | -24.0% |
| 3M | -10.2% | -0.9% | -9.3% | -11.8% |
| 6M | +123.5% | -17.3% | +140.8% | +147.2% |
| YTD | +117.4% | -19.6% | +136.9% | +143.4% |
| 1Y | +146.0% | -21.0% | +167.0% | +179.5% |
| 3Y | -61.9% | -12.1% | -49.8% | -60.3% |
| 5Y | -90.5% | -17.1% | -73.4% | -90.0% |
| All | -60.2% | +91.3% | -151.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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