-21.7%
ONON vs FCEL
-91.8%
+70.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | -2.1% | +6.3% | -8.4% | -3.2% |
| 30D | -11.6% | -26.7% | +15.1% | -8.5% |
| 3M | -30.1% | -10.2% | -19.9% | -33.0% |
| 6M | -30.5% | +123.5% | -154.0% | -46.2% |
| YTD | -41.0% | +117.4% | -158.4% | -54.9% |
| 1Y | -36.7% | +146.0% | -182.7% | -54.7% |
| 3Y | -8.6% | -61.9% | +53.3% | -14.3% |
| All | -21.7% | -91.8% | +70.1% | +6.4% |
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