+1,808.5%
DUK vs FCEL
-99.7%
+1,908.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.8% | -17.9% | +0.4% |
| 7D | +0.7% | +4.0% | -3.3% | +0.5% |
| 30D | -2.0% | -13.1% | +11.0% | -1.8% |
| 3M | +0.2% | +14.6% | -14.4% | -1.1% |
| 6M | -6.9% | +133.7% | -140.6% | -10.7% |
| YTD | +6.1% | +143.0% | -136.8% | +1.4% |
| 1Y | +4.4% | +320.9% | -316.4% | -2.4% |
| 3Y | +49.1% | -58.9% | +108.0% | +45.3% |
| 5Y | +39.6% | -89.7% | +129.2% | +38.8% |
| 10Y | +125.1% | -99.1% | +224.2% | +114.8% |
| All | +1,808.5% | -99.7% | +1,908.2% | +1,635.9% |
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