-22.1%
ONON vs FCEL
-90.9%
+68.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.8% | -21.4% | -5.1% |
| 7D | -1.7% | +4.0% | -5.6% | -2.7% |
| 30D | -27.4% | -13.1% | -14.3% | -26.5% |
| 3M | -26.5% | +14.6% | -41.1% | -32.1% |
| 6M | -34.2% | +133.7% | -167.9% | -49.2% |
| YTD | -41.3% | +143.0% | -184.3% | -55.8% |
| 1Y | -39.7% | +320.9% | -360.5% | -61.3% |
| 3Y | -7.8% | -58.9% | +51.0% | -13.8% |
| All | -22.1% | -90.9% | +68.8% | +4.3% |
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