-38.7%
DOCS vs FCEL
-96.5%
+57.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.5% | -13.5% | -3.2% |
| 7D | -0.8% | -11.3% | +10.5% | +0.2% |
| 30D | +17.4% | -45.8% | +63.2% | +24.1% |
| 3M | +57.4% | -51.0% | +108.4% | +65.5% |
| 6M | +26.5% | -22.3% | +48.8% | +16.7% |
| YTD | -26.6% | +36.2% | -62.8% | -40.5% |
| 1Y | -48.1% | +29.0% | -77.0% | -58.1% |
| 3Y | +52.6% | -70.9% | +123.5% | +41.6% |
| 5Y | -52.1% | -96.3% | +44.2% | -23.6% |
| All | -38.7% | -96.5% | +57.8% | -12.5% |
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