+37.5%
FCEL vs DRI
+34.4%
+3.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.5% |
| 7D | -2.8% | +1.1% | -3.9% | -2.7% |
| 30D | -31.6% | +9.7% | -41.3% | -30.9% |
| 3M | -52.4% | +3.2% | -55.6% | -52.0% |
| 6M | -51.4% | +20.6% | -72.0% | -51.9% |
| YTD | +32.4% | +28.3% | +4.2% | +12.7% |
| 1Y | +37.5% | +34.5% | +3.0% | +17.2% |
| All | +37.5% | +34.4% | +3.1% | +17.2% |
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