-65.9%
FCEL vs DRI
+60.6%
-126.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -15.8% | +0.6% | -16.4% | -16.1% |
| 30D | -29.3% | +3.8% | -33.1% | -30.1% |
| 3M | -30.1% | +13.0% | -43.2% | -33.7% |
| 6M | +74.4% | +8.3% | +66.1% | +67.9% |
| YTD | +104.5% | +20.6% | +83.9% | +85.7% |
| 1Y | +281.4% | +6.5% | +274.9% | +262.9% |
| All | -65.9% | +60.6% | -126.5% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling