+7.4%
DASH vs FCEL
-91.9%
+99.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.9% |
| 7D | -10.6% | -15.8% | +5.3% | -8.5% |
| 30D | +2.2% | -29.3% | +31.4% | +6.7% |
| 3M | +32.3% | -30.1% | +62.4% | +31.8% |
| 6M | +19.1% | +74.4% | -55.3% | -5.4% |
| YTD | -6.5% | +104.5% | -111.0% | -29.3% |
| 1Y | -14.9% | +281.4% | -296.3% | -46.0% |
| 3Y | +151.9% | -66.1% | +218.0% | +137.7% |
| All | +7.4% | -91.9% | +99.3% | +54.7% |
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