-99.2%
FCEL vs DECK
+718.3%
-817.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.2% |
| 7D | -15.8% | -2.2% | -13.6% | -14.9% |
| 30D | -29.3% | -13.6% | -15.7% | -24.8% |
| 3M | -30.1% | -21.2% | -8.9% | -23.9% |
| 6M | +74.4% | -21.1% | +95.5% | +86.7% |
| YTD | +104.5% | -17.2% | +121.7% | +109.8% |
| 1Y | +281.4% | -30.7% | +312.1% | +321.2% |
| 3Y | -66.1% | -3.4% | -62.7% | -73.9% |
| 5Y | -91.9% | +25.5% | -117.4% | -94.7% |
| All | -99.2% | +718.3% | -817.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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