+126.0%
DUK vs FCEL
-99.1%
+225.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.7% | +6.3% | -7.0% | -0.7% |
| 30D | -2.4% | -26.7% | +24.2% | -2.2% |
| 3M | -3.0% | -10.2% | +7.2% | -3.3% |
| 6M | -6.6% | +123.5% | -130.0% | -8.2% |
| YTD | +4.6% | +117.4% | -112.8% | +2.6% |
| 1Y | +1.2% | +146.0% | -144.7% | -1.1% |
| 3Y | +45.7% | -61.9% | +107.6% | +44.4% |
| 5Y | +40.3% | -90.5% | +130.8% | +40.4% |
| All | +126.0% | -99.1% | +225.2% | +114.1% |
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