-99.8%
FCEL vs DAR
+1,762.6%
-1,862.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -15.8% | +1.4% | -17.2% | -16.0% |
| 30D | -29.3% | +12.8% | -42.1% | -30.8% |
| 3M | -30.1% | +7.4% | -37.5% | -31.1% |
| 6M | +74.4% | +22.3% | +52.2% | +68.3% |
| YTD | +104.5% | +81.1% | +23.4% | +85.4% |
| 1Y | +281.4% | +106.5% | +174.9% | +237.9% |
| 3Y | -66.1% | +5.3% | -71.4% | -66.9% |
| 5Y | -91.9% | -11.5% | -80.3% | -91.8% |
| 10Y | -99.2% | +353.3% | -452.6% | -99.4% |
| All | -99.8% | +1,762.6% | -1,862.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling