+171.8%
DLR vs FCEL
-99.2%
+270.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +4.0% | -1.8% |
| 7D | -1.3% | +6.3% | -7.6% | -1.6% |
| 30D | -2.9% | -18.8% | +16.0% | -2.3% |
| 3M | +3.2% | -3.8% | +7.0% | +2.2% |
| 6M | +3.9% | +121.1% | -117.3% | -0.9% |
| YTD | +21.4% | +113.3% | -91.8% | +15.6% |
| 1Y | +9.7% | +173.5% | -163.8% | +2.8% |
| 3Y | +56.5% | -63.9% | +120.5% | +52.4% |
| 5Y | +41.5% | -90.7% | +132.2% | +41.1% |
| All | +171.8% | -99.2% | +270.9% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling