-12.7%
JD vs FCEL
+328.0%
-340.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.8% | -20.8% | -2.5% |
| 7D | -0.8% | +4.0% | -4.8% | -0.9% |
| 30D | -16.0% | -13.1% | -3.0% | -15.8% |
| 3M | -3.2% | +14.6% | -17.8% | -5.6% |
| 6M | +6.1% | +133.7% | -127.6% | -2.1% |
| YTD | -0.1% | +143.0% | -143.1% | -8.6% |
| 1Y | -12.7% | +320.9% | -333.6% | -20.0% |
| All | -12.7% | +328.0% | -340.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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