+351.3%
DAL vs FCEL
-99.9%
+451.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +0.1% | -15.8% | +15.9% | +1.7% |
| 30D | -13.9% | -29.3% | +15.4% | -11.3% |
| 3M | +1.1% | -30.1% | +31.2% | +1.4% |
| 6M | +26.2% | +74.4% | -48.2% | +12.1% |
| YTD | +16.4% | +104.5% | -88.1% | +0.9% |
| 1Y | +33.9% | +281.4% | -247.5% | +6.3% |
| 3Y | +93.4% | -66.1% | +159.5% | +80.9% |
| 5Y | +106.4% | -91.9% | +198.2% | +112.0% |
| 10Y | +143.0% | -99.2% | +242.2% | +153.2% |
| All | +351.3% | -99.9% | +451.2% | +421.9% |
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