-67.5%
FCEL vs DAR
+21.9%
-89.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +4.0% | +6.6% |
| 7D | +3.0% | -2.8% | +5.8% | +4.5% |
| 30D | -40.0% | -12.8% | -27.2% | -36.3% |
| 3M | -47.0% | -11.6% | -35.5% | -44.6% |
| 6M | -21.0% | -16.8% | -4.2% | -15.6% |
| YTD | +48.0% | +45.9% | +2.1% | +25.0% |
| 1Y | +43.9% | +61.5% | -17.6% | +16.5% |
| 3Y | -67.5% | +23.0% | -90.5% | -72.1% |
| All | -67.5% | +21.9% | -89.4% | -72.1% |
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