+87.1%
DOCN vs FCEL
-97.6%
+184.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.5% | +2.8% |
| 7D | -12.1% | -8.3% | -3.8% | -10.0% |
| 30D | -41.0% | -43.0% | +2.0% | -31.9% |
| 3M | -38.7% | -48.2% | +9.5% | -28.6% |
| 6M | -51.5% | -25.0% | -26.5% | -52.7% |
| YTD | +65.3% | +40.6% | +24.6% | +29.3% |
| 1Y | +53.9% | +36.0% | +17.9% | +19.2% |
| 3Y | +215.6% | -66.7% | +282.3% | +186.2% |
| 5Y | -26.2% | -96.7% | +70.5% | +39.7% |
| All | +87.1% | -97.6% | +184.7% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling