-8.5%
DASH vs FCEL
+18.3%
-26.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.7% | -0.4% |
| 7D | +0.4% | -11.2% | +11.6% | +0.6% |
| 30D | -6.0% | -45.8% | +39.7% | -4.7% |
| 3M | -15.8% | -51.0% | +35.2% | -14.4% |
| 6M | +7.0% | -22.2% | +29.2% | +3.8% |
| YTD | -20.7% | +36.3% | -56.9% | -28.9% |
| 1Y | -8.5% | +29.0% | -37.6% | -18.6% |
| All | -8.5% | +18.3% | -26.8% | -18.6% |
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 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