+103.1%
DOCN vs FCEL
-97.7%
+200.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.6% | +1.4% | -2.7% |
| 7D | +19.1% | -2.8% | +21.9% | +19.9% |
| 30D | -21.0% | -31.6% | +10.6% | -12.8% |
| 3M | -34.7% | -52.4% | +17.7% | -22.4% |
| 6M | -45.8% | -51.4% | +5.6% | -40.6% |
| YTD | +79.4% | +32.4% | +47.0% | +42.4% |
| 1Y | +91.0% | +37.5% | +53.5% | +47.4% |
| 3Y | +237.5% | -69.3% | +306.7% | +213.2% |
| 5Y | -30.4% | -97.1% | +66.7% | +35.9% |
| All | +103.1% | -97.7% | +200.8% | +273.9% |
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