+3,523.8%
DLR vs FCEL
-100.0%
+3,623.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.7% |
| 7D | +5.0% | +14.8% | -9.7% | +3.9% |
| 30D | +3.0% | -33.9% | +36.9% | +5.7% |
| 3M | -6.3% | -52.7% | +46.4% | -2.1% |
| 6M | -4.8% | -40.0% | +35.3% | -4.9% |
| YTD | +21.0% | +40.2% | -19.2% | +11.7% |
| 1Y | +15.1% | +32.9% | -17.8% | +6.2% |
| 3Y | +56.0% | -66.8% | +122.8% | +48.0% |
| 5Y | +39.1% | -97.0% | +136.1% | +51.3% |
| 10Y | +193.3% | -99.1% | +292.3% | +181.3% |
| All | +3,523.8% | -100.0% | +3,623.8% | +3,714.8% |
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 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