+30.6%
ORCL vs FCEL
-96.5%
+127.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.5% | -10.7% | -0.2% |
| 7D | -11.2% | -11.2% | +0.1% | -10.2% |
| 30D | -18.8% | -45.8% | +27.0% | -14.5% |
| 3M | -18.8% | -51.0% | +32.2% | -14.3% |
| 6M | -39.7% | -22.2% | -17.5% | -40.4% |
| YTD | -39.6% | +36.3% | -75.9% | -43.9% |
| 1Y | -51.7% | +29.0% | -80.8% | -55.2% |
| 3Y | +10.2% | -70.9% | +81.1% | +7.3% |
| All | +30.6% | -96.5% | +127.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling