+13.0%
DLR vs FCEL
+32.6%
-19.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.5% | +2.8% |
| 7D | +2.8% | -14.9% | +17.7% | +3.5% |
| 30D | +2.8% | -41.7% | +44.5% | +4.7% |
| 3M | -4.0% | -53.2% | +49.2% | -1.9% |
| 6M | -5.6% | -19.0% | +13.4% | -5.9% |
| YTD | +21.9% | +44.2% | -22.2% | +18.2% |
| 1Y | +13.0% | +42.4% | -29.4% | +8.6% |
| All | +13.0% | +32.6% | -19.6% | +8.6% |
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