-62.6%
FCEL vs DGX
+93.2%
-155.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.8% |
| 7D | +6.3% | -3.5% | +9.7% | +6.5% |
| 30D | -18.8% | -2.7% | -16.1% | -18.7% |
| 3M | -3.8% | +13.9% | -17.7% | -4.8% |
| 6M | +121.1% | +16.0% | +105.1% | +118.9% |
| YTD | +113.3% | +34.9% | +78.3% | +105.2% |
| 1Y | +173.5% | +30.6% | +142.9% | +163.5% |
| All | -62.6% | +93.2% | -155.8% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling