-99.8%
FCEL vs DRI
+7,577.6%
-7,677.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -15.8% | +0.6% | -16.4% | -16.2% |
| 30D | -29.3% | +3.8% | -33.1% | -30.5% |
| 3M | -30.1% | +13.0% | -43.2% | -34.3% |
| 6M | +74.4% | +8.3% | +66.1% | +66.6% |
| YTD | +104.5% | +20.6% | +83.9% | +86.1% |
| 1Y | +281.4% | +6.5% | +274.9% | +264.7% |
| 3Y | -66.1% | +53.7% | -119.8% | -72.5% |
| 5Y | -91.9% | +72.7% | -164.5% | -93.6% |
| 10Y | -99.2% | +363.2% | -462.4% | -99.6% |
| All | -99.8% | +7,577.6% | -7,677.4% | -99.9% |
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