+164.6%
DOCN vs FCEL
-96.5%
+261.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.3% |
| 7D | +1.1% | -15.8% | +17.0% | +5.2% |
| 30D | -9.6% | -29.3% | +19.6% | -2.1% |
| 3M | -37.7% | -30.1% | -7.5% | -35.5% |
| 6M | +115.2% | +74.4% | +40.8% | +65.2% |
| YTD | +133.7% | +104.5% | +29.2% | +67.5% |
| 1Y | +250.2% | +281.4% | -31.2% | +100.0% |
| 3Y | +320.3% | -66.1% | +386.4% | +299.1% |
| 5Y | +53.1% | -91.9% | +145.0% | +140.7% |
| All | +164.6% | -96.5% | +261.1% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling