-16.3%
ORLY vs FCEL
+269.1%
-285.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -0.7% | -15.8% | +15.1% | -0.9% |
| 30D | -5.9% | -29.3% | +23.3% | -6.4% |
| 3M | -0.6% | -30.1% | +29.6% | -0.7% |
| 6M | -6.8% | +74.4% | -81.2% | -6.9% |
| YTD | -3.6% | +104.5% | -108.2% | -3.7% |
| 1Y | -16.3% | +281.4% | -297.7% | -14.4% |
| All | -16.3% | +269.1% | -285.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling