-65.2%
FCEL vs DG
+24.7%
-89.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +3.9% | -3.0% | +6.9% | +4.3% |
| 30D | -33.1% | +8.6% | -41.7% | -34.1% |
| 3M | -43.0% | +15.0% | -58.0% | -44.5% |
| 6M | -31.3% | +32.7% | -64.0% | -36.4% |
| YTD | +49.8% | +5.5% | +44.3% | +46.8% |
| 1Y | +48.2% | +34.6% | +13.6% | +34.1% |
| All | -65.2% | +24.7% | -89.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling