-99.9%
FCEL vs DG
+606.1%
-706.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | -15.8% | +8.4% | -24.2% | -18.3% |
| 30D | -29.3% | +4.9% | -34.2% | -30.6% |
| 3M | -30.1% | +29.3% | -59.5% | -37.8% |
| 6M | +74.4% | -11.3% | +85.7% | +78.0% |
| YTD | +104.5% | +1.8% | +102.8% | +96.4% |
| 1Y | +281.4% | +25.3% | +256.0% | +233.7% |
| 3Y | -66.1% | +9.1% | -75.2% | -70.4% |
| 5Y | -91.9% | -34.9% | -57.0% | -91.4% |
| 10Y | -99.2% | +108.2% | -207.4% | -99.4% |
| All | -99.9% | +606.1% | -706.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling