-99.1%
FCEL vs DECK
+874.1%
-973.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.2% | +12.7% | +12.0% |
| 7D | -11.2% | +5.8% | -17.0% | -13.7% |
| 30D | -45.8% | +7.9% | -53.7% | -47.9% |
| 3M | -51.0% | -11.4% | -39.6% | -48.9% |
| 6M | -22.2% | -16.6% | -5.7% | -18.3% |
| YTD | +36.3% | -16.4% | +52.6% | +38.1% |
| 1Y | +29.0% | +8.6% | +20.4% | +14.7% |
| 3Y | -70.9% | -15.1% | -55.8% | -75.3% |
| 5Y | -96.3% | +22.9% | -119.2% | -97.6% |
| All | -99.1% | +874.1% | -973.1% | -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