+122.8%
DAL vs FCEL
-99.1%
+221.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.5% | -9.4% | +1.4% |
| 7D | +8.8% | -11.2% | +20.0% | +9.5% |
| 30D | +5.4% | -45.8% | +51.2% | +9.3% |
| 3M | -4.9% | -51.0% | +46.1% | -1.4% |
| 6M | +19.8% | -22.2% | +42.1% | +17.5% |
| YTD | +27.0% | +36.3% | -9.3% | +18.2% |
| 1Y | +52.5% | +29.0% | +23.4% | +41.9% |
| 3Y | +173.8% | -70.9% | +244.7% | +164.1% |
| 5Y | +104.5% | -96.3% | +200.8% | +116.2% |
| All | +122.8% | -99.1% | +221.9% | +137.0% |
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