+42.1%
DLR vs FCEL
-90.4%
+132.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +0.2% |
| 7D | +2.9% | +15.1% | -12.2% | +1.9% |
| 30D | -1.2% | -16.4% | +15.3% | -0.4% |
| 3M | +2.9% | -5.3% | +8.2% | +0.9% |
| 6M | +6.7% | +124.5% | -117.9% | -3.7% |
| YTD | +23.9% | +126.7% | -102.8% | +10.9% |
| 1Y | +18.6% | +219.9% | -201.2% | +1.5% |
| 3Y | +59.7% | -61.6% | +121.3% | +54.8% |
| 5Y | +42.1% | -90.5% | +132.6% | +53.1% |
| All | +42.1% | -90.4% | +132.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling