+281.4%
FCEL vs DGX
+33.7%
+247.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +1.5% |
| 7D | -15.8% | -2.3% | -13.5% | -16.4% |
| 30D | -29.3% | +0.6% | -29.8% | -28.9% |
| 3M | -30.1% | +21.4% | -51.5% | -23.7% |
| 6M | +74.4% | +14.7% | +59.7% | +87.9% |
| YTD | +104.5% | +38.4% | +66.1% | +143.1% |
| 1Y | +281.4% | +34.0% | +247.4% | +368.7% |
| All | +281.4% | +33.7% | +247.7% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling