+1,771.6%
OXY vs FCEL
-99.7%
+1,871.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.8% | -0.5% |
| 7D | -0.5% | +4.0% | -4.5% | -1.1% |
| 30D | +8.5% | -13.1% | +21.5% | +9.1% |
| 3M | +6.0% | +14.6% | -8.6% | +1.4% |
| 6M | +13.0% | +133.7% | -120.7% | -0.8% |
| YTD | +48.9% | +143.0% | -94.1% | +29.4% |
| 1Y | +36.4% | +320.9% | -284.4% | +10.7% |
| 3Y | -2.3% | -58.9% | +56.6% | -10.2% |
| 5Y | +160.6% | -89.7% | +250.3% | +157.0% |
| 10Y | +2.0% | -99.1% | +101.0% | -3.6% |
| All | +1,771.6% | -99.7% | +1,871.4% | +1,566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling