-60.3%
FCEL vs OTIS
-12.0%
-48.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | +15.1% | -2.2% | +17.2% | +16.1% |
| 30D | -16.4% | -4.3% | -12.1% | -14.8% |
| 3M | -5.3% | -2.2% | -3.1% | -6.3% |
| 6M | +124.5% | -19.9% | +144.4% | +155.0% |
| YTD | +126.7% | -19.3% | +146.0% | +152.9% |
| 1Y | +219.9% | -19.6% | +239.4% | +258.6% |
| All | -60.3% | -12.0% | -48.3% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling