+70.5%
DOCN vs FCEL
-97.6%
+168.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.5% | -9.0% | -0.4% |
| 7D | -19.2% | -11.2% | -7.9% | -16.6% |
| 30D | -43.1% | -45.8% | +2.7% | -33.4% |
| 3M | -40.7% | -51.0% | +10.3% | -30.0% |
| 6M | -55.0% | -22.2% | -32.7% | -56.5% |
| YTD | +50.6% | +36.3% | +14.4% | +18.8% |
| 1Y | +54.0% | +29.0% | +24.9% | +20.9% |
| 3Y | +203.9% | -70.9% | +274.8% | +189.3% |
| 5Y | -29.4% | -96.3% | +66.9% | +31.8% |
| All | +70.5% | -97.6% | +168.2% | +211.8% |
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