+42.4%
FCEL vs DD
+49.3%
-6.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -4.4% |
| 7D | -14.9% | +8.7% | -23.6% | -20.9% |
| 30D | -41.7% | +15.3% | -57.0% | -48.5% |
| 3M | -53.2% | +5.9% | -59.1% | -55.6% |
| 6M | -19.0% | +11.6% | -30.6% | -24.5% |
| YTD | +44.2% | +26.5% | +17.6% | +11.5% |
| 1Y | +42.4% | +35.4% | +7.0% | -2.7% |
| All | +42.4% | +49.3% | -6.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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