-69.3%
FCEL vs OTIS
+0.6%
-69.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.8% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -31.6% | +12.8% | -44.4% | -34.6% |
| 3M | -52.4% | +7.4% | -59.8% | -53.7% |
| 6M | -51.4% | +7.7% | -59.1% | -53.3% |
| YTD | +32.4% | -9.3% | +41.7% | +40.0% |
| 1Y | +37.5% | -12.1% | +49.6% | +48.9% |
| 3Y | -69.3% | +0.6% | -69.9% | -80.1% |
| All | -69.3% | +0.6% | -69.8% | -80.1% |
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