+3,595.7%
DLR vs FCEL
-100.0%
+3,695.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.6% | -15.8% | +17.4% | +2.7% |
| 30D | -3.4% | -29.3% | +25.9% | -1.3% |
| 3M | +0.5% | -30.1% | +30.6% | +0.7% |
| 6M | +4.6% | +74.4% | -69.9% | -3.7% |
| YTD | +23.4% | +104.5% | -81.1% | +11.7% |
| 1Y | +19.0% | +281.4% | -262.3% | +1.2% |
| 3Y | +56.5% | -66.1% | +122.6% | +49.0% |
| 5Y | +33.3% | -91.9% | +125.2% | +35.1% |
| 10Y | +165.1% | -99.2% | +264.4% | +167.4% |
| All | +3,595.7% | -100.0% | +3,695.6% | +3,714.1% |
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 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