+91.4%
USO vs FCEL
-61.1%
+152.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.7% | +9.4% | +2.7% |
| 7D | +6.2% | +15.1% | -8.8% | +6.1% |
| 30D | +19.1% | -16.4% | +35.5% | +19.2% |
| 3M | +14.2% | -5.3% | +19.5% | +13.7% |
| 6M | +43.7% | +124.5% | -80.8% | +40.4% |
| YTD | +116.8% | +126.7% | -9.8% | +111.4% |
| 1Y | +104.3% | +219.9% | -115.5% | +97.7% |
| All | +91.4% | -61.1% | +152.5% | +83.2% |
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