-98.3%
DFNS vs FCEL
+289.9%
-388.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.7% | +2.1% | -3.2% |
| 7D | +4.6% | +15.1% | -10.4% | +1.2% |
| 30D | -73.9% | -16.4% | -57.4% | -72.9% |
| 3M | -71.7% | -5.3% | -66.4% | -70.8% |
| 6M | -94.6% | +124.5% | -219.1% | -95.7% |
| YTD | -98.1% | +126.7% | -224.8% | -98.5% |
| 1Y | -98.3% | +219.9% | -318.2% | -98.6% |
| All | -98.3% | +289.9% | -388.2% | -98.6% |
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