-97.7%
FCEL vs DBX
+20.1%
-117.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.9% |
| 7D | -15.8% | -2.4% | -13.4% | -15.0% |
| 30D | -29.3% | -0.5% | -28.8% | -29.7% |
| 3M | -30.1% | +28.1% | -58.2% | -39.0% |
| 6M | +74.4% | +33.1% | +41.4% | +46.0% |
| YTD | +104.5% | +25.3% | +79.2% | +75.3% |
| 1Y | +281.4% | +18.3% | +263.0% | +232.4% |
| 3Y | -66.1% | +25.0% | -91.1% | -72.9% |
| 5Y | -91.9% | +7.5% | -99.4% | -93.1% |
| All | -97.7% | +20.1% | -117.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling