-69.3%
FCEL vs DD
+88.8%
-158.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | -2.8% | +5.0% | -7.8% | -6.2% |
| 30D | -31.6% | +19.7% | -51.3% | -39.8% |
| 3M | -52.4% | +7.2% | -59.6% | -54.5% |
| 6M | -51.4% | +1.0% | -52.4% | -51.4% |
| YTD | +32.4% | +29.1% | +3.3% | +11.7% |
| 1Y | +37.5% | +28.5% | +9.0% | +16.3% |
| 3Y | -69.3% | +89.4% | -158.7% | -87.0% |
| All | -69.3% | +88.8% | -158.1% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling