-5.1%
DASH vs FCEL
-96.7%
+91.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -15.3% | +5.9% | -7.0% |
| 7D | +0.5% | -26.7% | +27.2% | +5.2% |
| 30D | -7.1% | -56.8% | +49.7% | +5.2% |
| 3M | -13.2% | -57.8% | +44.6% | -3.1% |
| 6M | +8.3% | -34.1% | +42.4% | +2.0% |
| YTD | -20.6% | +22.2% | -42.7% | -37.0% |
| 1Y | -24.4% | +5.2% | -29.6% | -38.8% |
| 3Y | +94.5% | -76.2% | +170.7% | +80.5% |
| 5Y | -9.4% | -96.7% | +87.2% | +34.7% |
| All | -5.1% | -96.7% | +91.6% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling