-90.7%
FCEL vs DD
+57.4%
-148.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.5% |
| 7D | +6.3% | -2.9% | +9.2% | +9.0% |
| 30D | -18.8% | -11.5% | -7.3% | -10.1% |
| 3M | -3.8% | -5.4% | +1.6% | +0.8% |
| 6M | +121.1% | -6.9% | +128.0% | +134.5% |
| YTD | +113.3% | +6.9% | +106.4% | +101.4% |
| 1Y | +173.5% | +35.6% | +137.9% | +109.9% |
| 3Y | -63.9% | +42.5% | -106.5% | -74.3% |
| 5Y | -90.7% | +58.5% | -149.2% | -93.6% |
| All | -90.7% | +57.4% | -148.1% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling