-99.8%
FCEL vs DRI
+8,100.2%
-8,200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +8.0% |
| 7D | +3.0% | +3.1% | -0.1% | +1.6% |
| 30D | -40.0% | +16.2% | -56.2% | -43.8% |
| 3M | -47.0% | +8.4% | -55.4% | -49.1% |
| 6M | -21.0% | +19.0% | -40.0% | -27.9% |
| YTD | +48.0% | +28.8% | +19.2% | +30.3% |
| 1Y | +43.9% | +33.1% | +10.7% | +25.1% |
| 3Y | -67.5% | +70.8% | -138.3% | -74.9% |
| 5Y | -96.7% | +74.2% | -170.9% | -97.4% |
| 10Y | -99.0% | +345.5% | -444.5% | -99.5% |
| All | -99.8% | +8,100.2% | -8,200.0% | -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