-4.5%
DASH vs FCEL
-95.9%
+91.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | -0.6% |
| 7D | -4.8% | +3.0% | -7.8% | -5.6% |
| 30D | -7.9% | -40.0% | +32.1% | -1.1% |
| 3M | -16.3% | -47.0% | +30.7% | -10.1% |
| 6M | +10.4% | -21.0% | +31.4% | +1.2% |
| YTD | -20.1% | +48.0% | -68.1% | -38.6% |
| 1Y | -11.4% | +43.9% | -55.3% | -32.4% |
| 3Y | +114.1% | -67.5% | +181.6% | +85.0% |
| 5Y | -5.8% | -96.7% | +90.9% | +41.4% |
| All | -4.5% | -95.9% | +91.4% | +15.6% |
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