-100.0%
FCEL vs OVV
+158.7%
-258.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +5.2% |
| 7D | +3.9% | +1.2% | +2.7% | +3.5% |
| 30D | -33.1% | -2.5% | -30.6% | -32.6% |
| 3M | -43.0% | +0.5% | -43.5% | -43.8% |
| 6M | -31.3% | +8.5% | -39.8% | -36.2% |
| YTD | +49.8% | +64.5% | -14.7% | +15.4% |
| 1Y | +48.2% | +64.7% | -16.5% | +13.0% |
| 3Y | -64.6% | +54.1% | -118.7% | -73.1% |
| 5Y | -96.7% | +95.4% | -192.1% | -97.9% |
| 10Y | -99.0% | +54.9% | -154.0% | -99.5% |
| All | -100.0% | +158.7% | -258.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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