-62.6%
FCEL vs DBX
+25.2%
-87.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -5.9% |
| 7D | +6.3% | -1.8% | +8.1% | +6.4% |
| 30D | -18.8% | +2.8% | -21.6% | -19.0% |
| 3M | -3.8% | +26.8% | -30.6% | -7.1% |
| 6M | +121.1% | +32.8% | +88.4% | +108.8% |
| YTD | +113.3% | +26.1% | +87.2% | +102.8% |
| 1Y | +173.5% | +14.1% | +159.4% | +164.3% |
| All | -62.6% | +25.2% | -87.8% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling