-99.9%
FCEL vs DG
+614.5%
-714.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -31.6% | +3.2% | -34.9% | -33.1% |
| 3M | -52.4% | +10.4% | -62.8% | -54.7% |
| 6M | -51.4% | +33.2% | -84.6% | -57.9% |
| YTD | +32.4% | +3.0% | +29.4% | +25.0% |
| 1Y | +37.5% | +31.2% | +6.3% | +17.3% |
| 3Y | -69.3% | +21.8% | -91.1% | -74.7% |
| 5Y | -97.1% | -35.0% | -62.2% | -97.0% |
| 10Y | -99.1% | +106.0% | -205.2% | -99.4% |
| All | -99.9% | +614.5% | -714.5% | -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