+1,133.1%
DIS vs FCEL
-99.8%
+1,232.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | -2.6% | -15.8% | +13.2% | -1.6% |
| 30D | +3.5% | -29.3% | +32.8% | +5.5% |
| 3M | +6.8% | -30.1% | +37.0% | +6.7% |
| 6M | +3.0% | +74.4% | -71.5% | -5.6% |
| YTD | -6.7% | +104.5% | -111.2% | -15.9% |
| 1Y | -10.1% | +281.4% | -291.5% | -23.8% |
| 3Y | +33.0% | -66.1% | +99.1% | +26.0% |
| 5Y | -40.0% | -91.9% | +51.9% | -39.3% |
| 10Y | +21.1% | -99.2% | +120.3% | +13.1% |
| All | +1,133.1% | -99.8% | +1,232.9% | +890.6% |
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 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