+115.6%
DT vs FCEL
+52.8%
+62.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +2.0% |
| 7D | -2.5% | +6.3% | -8.8% | -3.2% |
| 30D | +3.5% | -18.8% | +22.3% | +4.5% |
| 3M | +26.7% | -3.8% | +30.5% | +24.1% |
| 6M | +36.1% | +121.1% | -85.0% | +21.5% |
| YTD | +18.6% | +113.3% | -94.6% | +5.4% |
| 1Y | +7.9% | +173.5% | -165.6% | -7.6% |
| 3Y | +8.6% | -63.9% | +72.5% | +2.4% |
| 5Y | -26.7% | -90.7% | +64.0% | -24.2% |
| All | +115.6% | +52.8% | +62.8% | +129.1% |
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 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