+281.4%
FCEL vs DLTR
+29.2%
+252.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -15.8% | +2.5% | -18.3% | -16.0% |
| 30D | -29.3% | +2.1% | -31.3% | -29.4% |
| 3M | -30.1% | +20.3% | -50.4% | -32.3% |
| 6M | +74.4% | +11.5% | +62.9% | +76.9% |
| YTD | +104.5% | +6.8% | +97.7% | +106.1% |
| 1Y | +281.4% | +31.1% | +250.3% | +236.3% |
| All | +281.4% | +29.2% | +252.1% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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