-100.0%
FCEL vs OVV
+162.8%
-262.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.7% |
| 7D | -15.8% | +0.3% | -16.1% | -16.0% |
| 30D | -29.3% | +11.7% | -41.0% | -33.0% |
| 3M | -30.1% | +9.8% | -39.9% | -34.4% |
| 6M | +74.4% | +26.6% | +47.9% | +52.8% |
| YTD | +104.5% | +67.0% | +37.5% | +58.1% |
| 1Y | +281.4% | +55.9% | +225.5% | +200.2% |
| 3Y | -66.1% | +45.5% | -111.6% | -73.4% |
| 5Y | -91.9% | +157.3% | -249.2% | -95.4% |
| 10Y | -99.2% | +65.0% | -164.2% | -99.6% |
| All | -100.0% | +162.8% | -262.8% | -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