-65.4%
FCEL vs DOC
+20.8%
-86.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.9% |
| 7D | -15.8% | -1.5% | -14.3% | -15.2% |
| 30D | -29.3% | -4.8% | -24.5% | -27.5% |
| 3M | -30.1% | +6.9% | -37.0% | -34.5% |
| 6M | +74.4% | +20.7% | +53.7% | +48.3% |
| YTD | +104.5% | +34.1% | +70.4% | +57.7% |
| 1Y | +281.4% | +22.6% | +258.7% | +218.3% |
| All | -65.4% | +20.8% | -86.2% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling