+258.5%
OKE vs FCEL
-99.1%
+357.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +1.2% | +6.3% | -5.0% | +0.9% |
| 30D | +4.5% | -26.7% | +31.2% | +5.8% |
| 3M | +9.6% | -10.2% | +19.8% | +8.3% |
| 6M | +15.4% | +123.5% | -108.1% | +6.9% |
| YTD | +36.5% | +117.4% | -80.9% | +26.1% |
| 1Y | +39.0% | +146.0% | -107.0% | +26.2% |
| 3Y | +74.3% | -61.9% | +136.2% | +66.9% |
| 5Y | +141.2% | -90.5% | +231.7% | +141.8% |
| All | +258.5% | -99.1% | +357.6% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling