-17.2%
DASH vs FCEL
+32.6%
-49.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +8.5% |
| 7D | +17.2% | -14.9% | +32.0% | +17.7% |
| 30D | +3.6% | -41.7% | +45.2% | +5.3% |
| 3M | -1.9% | -53.2% | +51.3% | +0.4% |
| 6M | +15.1% | -19.0% | +34.1% | +10.2% |
| YTD | -12.3% | +44.2% | -56.5% | -24.7% |
| 1Y | -17.2% | +42.4% | -59.7% | -30.9% |
| All | -17.2% | +32.6% | -49.8% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling