-89.7%
FCEL vs DAR
-8.5%
-81.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.9% | +15.9% | +17.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.6% |
| 30D | -13.1% | +13.0% | -26.0% | -19.3% |
| 3M | +14.6% | +15.0% | -0.4% | +4.7% |
| 6M | +133.7% | +26.8% | +106.8% | +101.9% |
| YTD | +143.0% | +86.4% | +56.5% | +70.0% |
| 1Y | +320.9% | +115.1% | +205.8% | +168.7% |
| 3Y | -58.9% | +14.6% | -73.5% | -63.6% |
| 5Y | -89.7% | -8.8% | -80.9% | -89.9% |
| All | -89.7% | -8.5% | -81.1% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling