-34.9%
DOCS vs FCEL
+38.9%
-73.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -0.4% |
| 7D | +0.1% | +14.8% | -14.7% | +1.0% |
| 30D | +8.7% | -33.9% | +42.5% | +6.3% |
| 3M | +32.9% | -52.7% | +85.6% | +28.6% |
| 6M | +25.5% | -40.0% | +65.5% | +25.3% |
| YTD | -25.0% | +40.2% | -65.2% | -21.9% |
| 1Y | -34.9% | +32.9% | -67.8% | -32.7% |
| All | -34.9% | +38.9% | -73.7% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling