-99.1%
FCEL vs DOC
+23.8%
-122.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.4% |
| 7D | -8.3% | +4.3% | -12.6% | -10.6% |
| 30D | -43.0% | +9.2% | -52.1% | -46.4% |
| 3M | -48.2% | -0.8% | -47.3% | -48.4% |
| 6M | -25.0% | +7.1% | -32.1% | -29.8% |
| YTD | +40.6% | +34.0% | +6.6% | +10.3% |
| 1Y | +36.0% | +23.2% | +12.8% | +12.7% |
| 3Y | -66.7% | +53.6% | -120.3% | -76.2% |
| 5Y | -96.7% | -20.4% | -76.2% | -96.4% |
| All | -99.1% | +23.8% | -122.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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