-5.9%
DASH vs FCEL
-96.1%
+90.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -0.7% |
| 7D | -2.8% | -8.3% | +5.5% | -1.7% |
| 30D | -9.3% | -43.0% | +33.7% | -1.8% |
| 3M | -15.1% | -48.2% | +33.1% | -8.4% |
| 6M | +8.7% | -25.0% | +33.7% | +0.5% |
| YTD | -21.3% | +40.6% | -61.9% | -39.0% |
| 1Y | -12.7% | +36.0% | -48.6% | -32.8% |
| 3Y | +103.8% | -66.7% | +170.5% | +73.5% |
| 5Y | -16.8% | -96.7% | +79.9% | +24.7% |
| All | -5.9% | -96.1% | +90.2% | +14.8% |
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