-96.2%
FCEL vs DOC
-22.8%
-73.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -8.3% |
| 7D | -14.9% | +8.7% | -23.6% | -20.3% |
| 30D | -41.7% | +7.6% | -49.3% | -45.4% |
| 3M | -53.2% | -5.3% | -47.9% | -51.8% |
| 6M | -19.0% | +27.6% | -46.7% | -38.6% |
| YTD | +44.2% | +32.4% | +11.8% | +3.2% |
| 1Y | +42.4% | +22.9% | +19.6% | +9.9% |
| 3Y | -71.9% | +43.1% | -115.0% | -83.0% |
| 5Y | -96.2% | -21.4% | -74.8% | -95.8% |
| All | -96.2% | -22.8% | -73.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling