-60.3%
FCEL vs DG
+4.6%
-64.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.2% |
| 7D | +15.1% | -4.8% | +19.9% | +16.0% |
| 30D | -16.4% | +1.8% | -18.2% | -16.9% |
| 3M | -5.3% | +14.5% | -19.7% | -9.8% |
| 6M | +124.5% | -13.6% | +138.1% | +132.4% |
| YTD | +126.7% | -4.8% | +131.5% | +125.8% |
| 1Y | +219.9% | +21.6% | +198.3% | +191.3% |
| All | -60.3% | +4.6% | -64.9% | -65.2% |
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