-58.5%
FCEL vs OTIS
+91.8%
-150.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.0% |
| 7D | +15.1% | -2.2% | +17.2% | +16.5% |
| 30D | -16.4% | -4.3% | -12.1% | -14.3% |
| 3M | -5.3% | -2.2% | -3.1% | -6.0% |
| 6M | +124.5% | -19.9% | +144.4% | +154.1% |
| YTD | +126.7% | -19.3% | +146.0% | +153.2% |
| 1Y | +219.9% | -19.6% | +239.4% | +258.8% |
| 3Y | -61.6% | -11.5% | -50.1% | -60.2% |
| 5Y | -90.5% | -16.8% | -73.7% | -90.0% |
| All | -58.5% | +91.8% | -150.3% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling