+13,772.5%
OKE vs FCEL
-99.8%
+13,872.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +1.2% | +6.3% | -5.0% | +0.7% |
| 30D | +4.5% | -26.7% | +31.2% | +6.4% |
| 3M | +9.6% | -10.2% | +19.8% | +7.7% |
| 6M | +15.4% | +123.5% | -108.1% | +3.6% |
| YTD | +36.5% | +117.4% | -80.9% | +22.0% |
| 1Y | +39.0% | +146.0% | -107.0% | +21.3% |
| 3Y | +74.3% | -61.9% | +136.2% | +63.0% |
| 5Y | +141.2% | -90.5% | +231.7% | +139.8% |
| 10Y | +262.1% | -99.1% | +361.2% | +238.2% |
| All | +13,772.5% | -99.8% | +13,872.2% | +12,610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling