+42.4%
FCEL vs DBX
+22.5%
+19.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.2% | -4.8% |
| 7D | -14.9% | -1.1% | -13.7% | -15.1% |
| 30D | -41.7% | +5.0% | -46.7% | -40.5% |
| 3M | -53.2% | +4.6% | -57.8% | -51.9% |
| 6M | -19.0% | +43.9% | -63.0% | -19.1% |
| YTD | +44.2% | +29.9% | +14.3% | +38.8% |
| 1Y | +42.4% | +24.6% | +17.8% | +35.9% |
| All | +42.4% | +22.5% | +19.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling