-9.5%
DASH vs FCEL
-96.4%
+86.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | +0.3% |
| 7D | -4.5% | -2.8% | -1.7% | -4.2% |
| 30D | -6.8% | -31.6% | +24.8% | -1.9% |
| 3M | -20.7% | -52.4% | +31.7% | -13.2% |
| 6M | +15.1% | -51.4% | +66.5% | +16.0% |
| YTD | -24.3% | +32.4% | -56.7% | -40.8% |
| 1Y | -12.1% | +37.5% | -49.6% | -32.7% |
| 3Y | +91.1% | -69.3% | +160.3% | +65.1% |
| 5Y | -30.3% | -97.1% | +66.9% | +7.2% |
| All | -9.5% | -96.4% | +86.9% | +11.4% |
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