-96.7%
FCEL vs DECK
+25.8%
-122.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -1.5% | -13.7% | -14.8% |
| 7D | -26.7% | +6.0% | -32.7% | -28.3% |
| 30D | -56.8% | +7.4% | -64.2% | -58.0% |
| 3M | -57.8% | -11.7% | -46.1% | -56.2% |
| 6M | -34.1% | -11.0% | -23.1% | -33.1% |
| YTD | +22.2% | -15.4% | +37.5% | +23.2% |
| 1Y | +5.2% | +7.2% | -2.1% | -4.8% |
| 3Y | -76.2% | -11.8% | -64.4% | -81.8% |
| 5Y | -96.7% | +24.3% | -121.0% | -98.2% |
| All | -96.7% | +25.8% | -122.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling