-7.0%
DASH vs FCEL
-96.5%
+89.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.6% | -1.9% |
| 7D | +0.4% | -11.3% | +11.7% | +1.8% |
| 30D | -6.0% | -45.8% | +39.8% | +2.3% |
| 3M | -15.8% | -51.0% | +35.3% | -8.5% |
| 6M | +7.0% | -22.3% | +29.3% | -2.4% |
| YTD | -20.7% | +36.2% | -56.9% | -38.5% |
| 1Y | -8.5% | +29.0% | -37.5% | -29.4% |
| 3Y | +101.8% | -70.9% | +172.7% | +81.7% |
| All | -7.0% | -96.5% | +89.5% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling