-99.8%
FCEL vs DLTR
+10,981.5%
-11,081.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -5.6% | +24.4% | +20.2% |
| 7D | +4.0% | -5.8% | +9.8% | +5.2% |
| 30D | -13.1% | -5.2% | -7.8% | -12.2% |
| 3M | +14.6% | +15.2% | -0.6% | +9.7% |
| 6M | +133.7% | +7.1% | +126.6% | +124.9% |
| YTD | +143.0% | +0.8% | +142.1% | +137.1% |
| 1Y | +320.9% | +24.8% | +296.1% | +288.1% |
| 3Y | -58.9% | +6.9% | -65.8% | -61.6% |
| 5Y | -89.7% | +33.2% | -122.9% | -90.9% |
| 10Y | -99.1% | +51.6% | -150.6% | -99.2% |
| All | -99.8% | +10,981.5% | -11,081.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling