+42.4%
FCEL vs DTE
+5.6%
+36.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -6.0% |
| 7D | -14.9% | +4.2% | -19.1% | -15.0% |
| 30D | -41.7% | +10.0% | -51.7% | -42.3% |
| 3M | -53.2% | -2.1% | -51.1% | -54.0% |
| 6M | -19.0% | -4.7% | -14.4% | -22.1% |
| YTD | +44.2% | +9.3% | +34.9% | +9.9% |
| 1Y | +42.4% | +6.6% | +35.8% | +11.6% |
| All | +42.4% | +5.6% | +36.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling