+179.9%
DAL vs FCEL
-68.0%
+247.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.8% |
| 7D | +10.7% | -8.3% | +19.0% | +11.2% |
| 30D | +12.5% | -43.0% | +55.5% | +16.4% |
| 3M | +3.6% | -48.2% | +51.8% | +7.2% |
| 6M | +26.7% | -25.0% | +51.7% | +24.3% |
| YTD | +34.3% | +40.6% | -6.4% | +23.4% |
| 1Y | +59.1% | +36.0% | +23.2% | +45.9% |
| 3Y | +179.9% | -66.7% | +246.6% | +166.1% |
| All | +179.9% | -68.0% | +247.8% | +166.1% |
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 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