+146.0%
FCEL vs DGX
+32.7%
+113.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +2.6% |
| 7D | +6.3% | -0.9% | +7.2% | +5.9% |
| 30D | -26.7% | -1.2% | -25.5% | -26.8% |
| 3M | -10.2% | +15.8% | -25.9% | -3.4% |
| 6M | +123.5% | +18.2% | +105.3% | +144.4% |
| YTD | +117.4% | +37.2% | +80.2% | +161.9% |
| 1Y | +146.0% | +30.4% | +115.6% | +200.8% |
| All | +146.0% | +32.7% | +113.3% | +200.8% |
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