+13.8%
ORCL vs FCEL
-68.7%
+82.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.9% |
| 7D | +8.0% | -2.8% | +10.8% | +8.2% |
| 30D | -4.0% | -31.6% | +27.7% | -1.0% |
| 3M | -19.5% | -52.4% | +32.9% | -15.1% |
| 6M | -33.5% | -51.4% | +17.9% | -31.5% |
| YTD | -34.8% | +32.4% | -67.2% | -38.2% |
| 1Y | -41.6% | +37.5% | -79.1% | -45.1% |
| 3Y | +13.8% | -69.3% | +83.0% | +4.7% |
| All | +13.8% | -68.7% | +82.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling