-51.1%
DOCS vs FCEL
-96.7%
+45.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.3% | +11.0% | -2.8% |
| 7D | -1.3% | -26.7% | +25.3% | +1.5% |
| 30D | +19.4% | -56.8% | +76.2% | +28.9% |
| 3M | +53.4% | -57.8% | +111.2% | +63.8% |
| 6M | +28.8% | -34.1% | +62.9% | +21.0% |
| YTD | -25.1% | +22.2% | -47.2% | -38.6% |
| 1Y | -48.1% | +5.2% | -53.3% | -57.0% |
| 3Y | +51.4% | -76.2% | +127.6% | +48.1% |
| 5Y | -51.1% | -96.7% | +45.6% | -6.2% |
| All | -51.1% | -96.7% | +45.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling