-99.9%
FCEL vs DECK
+7,999.1%
-8,099.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -1.5% | -13.7% | -15.0% |
| 7D | -26.7% | +6.0% | -32.7% | -27.5% |
| 30D | -56.8% | +7.4% | -64.2% | -57.4% |
| 3M | -57.8% | -11.7% | -46.1% | -57.0% |
| 6M | -34.1% | -11.0% | -23.1% | -33.5% |
| YTD | +22.2% | -15.4% | +37.5% | +23.2% |
| 1Y | +5.2% | +7.2% | -2.1% | +1.6% |
| 3Y | -76.2% | -11.8% | -64.4% | -76.9% |
| 5Y | -96.7% | +24.3% | -121.0% | -97.0% |
| 10Y | -99.2% | +907.5% | -1,006.7% | -99.4% |
| All | -99.9% | +7,999.1% | -8,099.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling