-58.9%
FCEL vs DD
+47.1%
-106.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +18.9% |
| 7D | +4.0% | -0.6% | +4.6% | +4.3% |
| 30D | -13.1% | -7.4% | -5.6% | -8.0% |
| 3M | +14.6% | -6.4% | +21.0% | +20.5% |
| 6M | +133.7% | -2.5% | +136.2% | +138.4% |
| YTD | +143.0% | +10.2% | +132.7% | +126.8% |
| 1Y | +320.9% | +36.9% | +283.9% | +232.2% |
| 3Y | -58.9% | +47.0% | -105.9% | -69.5% |
| All | -58.9% | +47.1% | -106.0% | -69.5% |
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 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