+1,596.2%
DVN vs FCEL
-99.7%
+1,695.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.9% | +1.8% |
| 7D | -0.1% | +15.1% | -15.2% | -1.4% |
| 30D | +8.0% | -16.4% | +24.4% | +9.0% |
| 3M | +11.9% | -5.3% | +17.2% | +8.9% |
| 6M | +10.6% | +124.5% | -113.9% | -2.9% |
| YTD | +35.4% | +126.7% | -91.3% | +17.7% |
| 1Y | +46.5% | +219.9% | -173.4% | +21.0% |
| 3Y | +3.0% | -61.6% | +64.6% | -5.1% |
| 5Y | +120.5% | -90.5% | +211.0% | +119.5% |
| 10Y | +62.5% | -99.1% | +161.6% | +51.8% |
| All | +1,596.2% | -99.7% | +1,695.9% | +1,375.1% |
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 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