+57.3%
DLR vs FCEL
-66.8%
+124.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.6% |
| 7D | +5.0% | +14.8% | -9.7% | +4.3% |
| 30D | +3.0% | -33.9% | +36.9% | +4.6% |
| 3M | -6.3% | -52.7% | +46.4% | -3.9% |
| 6M | -4.8% | -40.0% | +35.3% | -4.8% |
| YTD | +21.0% | +40.2% | -19.2% | +15.8% |
| 1Y | +15.1% | +32.9% | -17.8% | +10.1% |
| All | +57.3% | -66.8% | +124.2% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling