-90.7%
FCEL vs DLTR
+29.9%
-120.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | -9.4% | +15.7% | +9.3% |
| 30D | -18.8% | -7.3% | -11.5% | -17.3% |
| 3M | -3.8% | +7.6% | -11.4% | -7.7% |
| 6M | +121.1% | +1.6% | +119.6% | +114.0% |
| YTD | +113.3% | -3.5% | +116.8% | +109.6% |
| 1Y | +173.5% | +20.0% | +153.5% | +145.9% |
| 3Y | -63.9% | +2.3% | -66.2% | -66.4% |
| 5Y | -90.7% | +31.5% | -122.2% | -89.0% |
| All | -90.7% | +29.9% | -120.6% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling