-99.9%
FCEL vs DAR
+1,400.9%
-1,500.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +4.0% | +7.9% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | -40.0% | -12.8% | -27.2% | -38.6% |
| 3M | -47.0% | -11.6% | -35.5% | -46.0% |
| 6M | -21.0% | -16.8% | -4.2% | -18.9% |
| YTD | +48.0% | +45.9% | +2.1% | +39.1% |
| 1Y | +43.9% | +61.5% | -17.6% | +33.0% |
| 3Y | -67.5% | +23.0% | -90.5% | -69.0% |
| 5Y | -96.7% | -35.8% | -60.8% | -96.5% |
| 10Y | -99.0% | +280.4% | -379.4% | -99.2% |
| All | -99.9% | +1,400.9% | -1,500.7% | -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