+118.6%
DVN vs FCEL
-90.6%
+209.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 3M | +13.4% | -10.2% | +23.6% | +11.3% |
| 6M | +12.1% | +123.5% | -111.4% | -0.4% |
| YTD | +38.8% | +117.4% | -78.5% | +22.7% |
| 1Y | +46.0% | +146.0% | -99.9% | +25.1% |
| 3Y | +9.5% | -61.9% | +71.4% | +5.0% |
| All | +118.6% | -90.6% | +209.2% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling