-96.7%
FCEL vs DOC
-22.1%
-74.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.2% | -15.0% | -15.1% |
| 7D | -26.7% | +6.2% | -32.9% | -30.1% |
| 30D | -56.8% | +6.5% | -63.2% | -59.2% |
| 3M | -57.8% | -6.2% | -51.5% | -56.2% |
| 6M | -34.1% | +25.6% | -59.7% | -49.3% |
| YTD | +22.2% | +32.1% | -9.9% | -12.4% |
| 1Y | +5.2% | +20.3% | -15.1% | -17.3% |
| 3Y | -76.2% | +42.7% | -118.9% | -85.6% |
| 5Y | -96.7% | -22.2% | -74.5% | -96.3% |
| All | -96.7% | -22.1% | -74.6% | -96.3% |
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 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