-99.1%
FCEL vs DLTR
+45.3%
-144.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.3% | -10.1% | +16.4% | +10.2% |
| 30D | -26.7% | -8.1% | -18.6% | -24.8% |
| 3M | -10.2% | +2.9% | -13.0% | -12.8% |
| 6M | +123.5% | +4.3% | +119.1% | +112.3% |
| YTD | +117.4% | -3.9% | +121.3% | +112.8% |
| 1Y | +146.0% | +18.9% | +127.1% | +119.1% |
| 3Y | -61.9% | +1.9% | -63.8% | -65.4% |
| 5Y | -90.5% | +31.0% | -121.5% | -92.4% |
| All | -99.1% | +45.3% | -144.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling