+66.4%
DOCN vs FCEL
-97.9%
+164.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -15.3% | -0.6% | -12.0% |
| 7D | -29.3% | -26.7% | -2.6% | -23.3% |
| 30D | -46.0% | -56.8% | +10.7% | -33.2% |
| 3M | -43.2% | -57.8% | +14.6% | -30.3% |
| 6M | -53.7% | -34.1% | -19.6% | -53.3% |
| YTD | +46.9% | +22.2% | +24.8% | +19.3% |
| 1Y | +54.3% | +5.2% | +49.2% | +27.8% |
| 3Y | +185.5% | -76.2% | +261.7% | +190.6% |
| 5Y | -31.1% | -96.7% | +65.6% | +32.3% |
| All | +66.4% | -97.9% | +164.2% | +213.0% |
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 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