-51.4%
FCEL vs OTIS
+7.3%
-58.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -4.4% |
| 7D | -2.8% | -1.3% | -1.5% | -4.1% |
| 30D | -31.6% | +12.8% | -44.4% | -22.3% |
| 3M | -52.4% | +7.4% | -59.8% | -47.7% |
| 6M | -51.4% | +7.7% | -59.1% | -44.1% |
| All | -51.4% | +7.3% | -58.7% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling