-62.6%
FCEL vs DLTR
+1.8%
-64.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | -9.4% | +15.7% | +8.6% |
| 30D | -18.8% | -7.3% | -11.5% | -17.6% |
| 3M | -3.8% | +7.6% | -11.4% | -7.4% |
| 6M | +121.1% | +1.6% | +119.6% | +115.7% |
| YTD | +113.3% | -3.5% | +116.8% | +110.8% |
| 1Y | +173.5% | +20.0% | +153.5% | +149.0% |
| All | -62.6% | +1.8% | -64.4% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling