+52.6%
DOCS vs FCEL
-74.5%
+127.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.5% | -13.6% | -2.0% |
| 7D | -0.8% | -11.2% | +10.5% | -0.8% |
| 30D | +17.4% | -45.8% | +63.2% | +17.1% |
| 3M | +57.4% | -51.0% | +108.3% | +57.1% |
| 6M | +26.5% | -22.2% | +48.8% | +24.4% |
| YTD | -26.6% | +36.3% | -62.8% | -29.5% |
| 1Y | -48.1% | +29.0% | -77.1% | -50.2% |
| 3Y | +52.6% | -70.9% | +123.5% | +60.6% |
| All | +52.6% | -74.5% | +127.1% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling