-99.2%
FCEL vs DD
+67.0%
-166.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.6% |
| 7D | +6.3% | -2.9% | +9.2% | +8.8% |
| 30D | -18.8% | -11.5% | -7.3% | -10.8% |
| 3M | -3.8% | -5.4% | +1.6% | +0.4% |
| 6M | +121.1% | -6.9% | +128.0% | +133.6% |
| YTD | +113.3% | +6.9% | +106.4% | +102.6% |
| 1Y | +173.5% | +35.6% | +137.9% | +115.3% |
| 3Y | -63.9% | +42.5% | -106.5% | -73.2% |
| 5Y | -90.7% | +58.5% | -149.2% | -93.6% |
| All | -99.2% | +67.0% | -166.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling