-99.8%
FCEL vs DRI
+8,060.6%
-8,160.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | -8.3% | +4.2% | -12.5% | -9.9% |
| 30D | -43.0% | +15.7% | -58.7% | -46.5% |
| 3M | -48.2% | +5.8% | -53.9% | -49.7% |
| 6M | -25.0% | +18.4% | -43.4% | -31.4% |
| YTD | +40.6% | +28.2% | +12.4% | +24.0% |
| 1Y | +36.0% | +35.9% | +0.1% | +17.3% |
| 3Y | -66.7% | +67.7% | -134.5% | -74.1% |
| 5Y | -96.7% | +77.9% | -174.5% | -97.4% |
| 10Y | -99.0% | +338.7% | -437.7% | -99.5% |
| All | -99.8% | +8,060.6% | -8,160.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling