-90.7%
FCEL vs OTIS
-19.0%
-71.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.3% |
| 7D | +6.3% | -5.0% | +11.3% | +10.7% |
| 30D | -18.8% | -6.5% | -12.3% | -14.5% |
| 3M | -3.8% | -2.0% | -1.9% | -5.5% |
| 6M | +121.1% | -20.2% | +141.3% | +161.0% |
| YTD | +113.3% | -21.0% | +134.2% | +151.1% |
| 1Y | +173.5% | -20.9% | +194.4% | +222.1% |
| 3Y | -63.9% | -13.3% | -50.6% | -64.2% |
| 5Y | -90.7% | -18.5% | -72.2% | -90.2% |
| All | -90.7% | -19.0% | -71.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling