-99.8%
FCEL vs DD
+1,066.8%
-1,166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.7% |
| 7D | -15.8% | -3.5% | -12.3% | -14.0% |
| 30D | -29.3% | -10.3% | -19.0% | -24.3% |
| 3M | -30.1% | -7.5% | -22.6% | -26.4% |
| 6M | +74.4% | -8.0% | +82.5% | +84.1% |
| YTD | +104.5% | +10.5% | +94.0% | +92.5% |
| 1Y | +281.4% | +38.3% | +243.1% | +210.4% |
| 3Y | -66.1% | +42.5% | -108.6% | -73.1% |
| 5Y | -91.9% | +60.2% | -152.0% | -93.9% |
| 10Y | -99.2% | +68.9% | -168.1% | -99.4% |
| All | -99.8% | +1,066.8% | -1,166.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling