+55.8%
DOCS vs FCEL
-77.1%
+132.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.3% | +11.0% | -4.3% |
| 7D | -1.3% | -26.7% | +25.3% | -1.4% |
| 30D | +19.4% | -56.8% | +76.2% | +19.0% |
| 3M | +53.4% | -57.8% | +111.2% | +53.2% |
| 6M | +28.8% | -34.1% | +62.9% | +26.6% |
| YTD | -25.1% | +22.2% | -47.2% | -28.1% |
| 1Y | -48.1% | +5.2% | -53.3% | -50.1% |
| All | +55.8% | -77.1% | +132.9% | +63.8% |
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