-100.0%
FCEL vs OVV
+146.6%
-246.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.6% |
| 7D | +3.0% | -10.7% | +13.8% | +8.4% |
| 30D | -40.0% | -5.3% | -34.7% | -38.8% |
| 3M | -47.0% | +2.4% | -49.4% | -48.4% |
| 6M | -21.0% | +5.7% | -26.7% | -25.7% |
| YTD | +48.0% | +56.8% | -8.7% | +16.5% |
| 1Y | +43.9% | +59.3% | -15.4% | +11.2% |
| 3Y | -67.5% | +49.0% | -116.5% | -75.0% |
| 5Y | -96.7% | +88.1% | -184.8% | -97.8% |
| 10Y | -99.0% | +42.5% | -141.6% | -99.5% |
| All | -100.0% | +146.6% | -246.6% | -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