+42.4%
FCEL vs DRI
+34.0%
+8.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -5.4% |
| 7D | -14.9% | +6.5% | -21.4% | -14.3% |
| 30D | -41.7% | +16.4% | -58.1% | -41.2% |
| 3M | -53.2% | +13.6% | -66.8% | -52.5% |
| 6M | -19.0% | +22.0% | -41.1% | -21.3% |
| YTD | +44.2% | +29.3% | +14.9% | +21.1% |
| 1Y | +42.4% | +32.0% | +10.4% | +20.8% |
| All | +42.4% | +34.0% | +8.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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