-89.7%
FCEL vs DRI
+70.3%
-160.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +20.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.3% |
| 30D | -13.1% | -0.4% | -12.7% | -13.3% |
| 3M | +14.6% | +9.5% | +5.1% | +5.2% |
| 6M | +133.7% | +6.5% | +127.2% | +117.2% |
| YTD | +143.0% | +18.4% | +124.5% | +104.8% |
| 1Y | +320.9% | +4.2% | +316.6% | +290.0% |
| 3Y | -58.9% | +57.1% | -116.0% | -75.3% |
| 5Y | -89.7% | +70.4% | -160.1% | -94.4% |
| All | -89.7% | +70.3% | -160.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling