+6.4%
OXY vs FCEL
-99.1%
+105.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +2.8% | +6.3% | -3.5% | +2.3% |
| 30D | +5.5% | -26.7% | +32.1% | +7.2% |
| 3M | +11.3% | -10.2% | +21.5% | +9.3% |
| 6M | +11.6% | +123.5% | -111.9% | +0.6% |
| YTD | +51.6% | +117.4% | -65.8% | +36.1% |
| 1Y | +36.2% | +146.0% | -109.8% | +19.5% |
| 3Y | +1.7% | -61.9% | +63.6% | -4.4% |
| 5Y | +164.5% | -90.5% | +255.0% | +164.2% |
| All | +6.4% | -99.1% | +105.6% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling