-65.9%
FCEL vs DAR
+13.3%
-79.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | -15.8% | +1.4% | -17.2% | -16.4% |
| 30D | -29.3% | +12.8% | -42.1% | -33.5% |
| 3M | -30.1% | +7.4% | -37.5% | -32.8% |
| 6M | +74.4% | +22.3% | +52.2% | +58.1% |
| YTD | +104.5% | +81.1% | +23.4% | +57.0% |
| 1Y | +281.4% | +106.5% | +174.9% | +175.0% |
| All | -65.9% | +13.3% | -79.2% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling