+10.2%
ORCL vs FCEL
-74.5%
+84.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.5% | -10.7% | -0.2% |
| 7D | -11.2% | -11.2% | +0.1% | -10.3% |
| 30D | -18.8% | -45.8% | +27.0% | -14.8% |
| 3M | -18.8% | -51.0% | +32.2% | -14.7% |
| 6M | -39.7% | -22.2% | -17.5% | -40.0% |
| YTD | -39.6% | +36.3% | -75.9% | -42.9% |
| 1Y | -51.7% | +29.0% | -80.8% | -54.4% |
| 3Y | +10.2% | -70.9% | +81.1% | +5.4% |
| All | +10.2% | -74.5% | +84.7% | +5.4% |
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 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