+117.6%
DT vs FCEL
+46.6%
+71.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -3.3% | -15.8% | +12.5% | -2.2% |
| 30D | +2.0% | -29.3% | +31.3% | +4.2% |
| 3M | +20.0% | -30.1% | +50.1% | +20.2% |
| 6M | +39.3% | +74.4% | -35.2% | +26.8% |
| YTD | +19.8% | +104.5% | -84.8% | +6.9% |
| 1Y | +4.3% | +281.4% | -277.1% | -13.3% |
| 3Y | +7.7% | -66.1% | +73.8% | +2.3% |
| 5Y | -26.8% | -91.9% | +65.0% | -23.6% |
| All | +117.6% | +46.6% | +71.0% | +132.4% |
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