-90.5%
FCEL vs DG
-39.5%
-51.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.1% |
| 7D | +15.1% | -4.8% | +19.9% | +16.2% |
| 30D | -16.4% | +1.8% | -18.2% | -17.0% |
| 3M | -5.3% | +14.5% | -19.7% | -10.1% |
| 6M | +124.5% | -13.6% | +138.1% | +130.8% |
| YTD | +126.7% | -4.8% | +131.5% | +124.9% |
| 1Y | +219.9% | +21.6% | +198.3% | +191.5% |
| 3Y | -61.6% | +4.5% | -66.1% | -65.5% |
| 5Y | -90.5% | -38.5% | -52.0% | -89.5% |
| All | -90.5% | -39.5% | -51.0% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling