-99.1%
FCEL vs DAR
+364.6%
-463.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.1% |
| 7D | +15.1% | -0.2% | +15.2% | +15.3% |
| 30D | -16.4% | +7.4% | -23.9% | -20.5% |
| 3M | -5.3% | +15.7% | -20.9% | -14.8% |
| 6M | +124.5% | +30.0% | +94.5% | +87.2% |
| YTD | +126.7% | +87.5% | +39.1% | +50.8% |
| 1Y | +219.9% | +113.4% | +106.5% | +93.1% |
| 3Y | -61.6% | +15.3% | -76.9% | -68.0% |
| 5Y | -90.5% | -4.3% | -86.2% | -91.3% |
| 10Y | -99.1% | +380.2% | -479.3% | -99.7% |
| All | -99.1% | +364.6% | -463.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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