+67.3%
DVN vs FCEL
-99.1%
+166.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +4.5% | +6.3% | -1.8% | +4.0% |
| 30D | +12.0% | -26.7% | +38.6% | +13.7% |
| 3M | +13.4% | -10.2% | +23.6% | +11.6% |
| 6M | +12.1% | +123.5% | -111.4% | +1.7% |
| YTD | +38.8% | +117.4% | -78.5% | +25.5% |
| 1Y | +46.0% | +146.0% | -99.9% | +29.0% |
| 3Y | +9.5% | -61.9% | +71.4% | +3.4% |
| 5Y | +125.3% | -90.5% | +215.8% | +125.6% |
| All | +67.3% | -99.1% | +166.4% | +117.1% |
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