-99.8%
FCEL vs DOC
+1,584.8%
-1,684.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.4% |
| 3M | -30.1% | +6.9% | -37.0% | -33.9% |
| 6M | +74.4% | +20.7% | +53.7% | +50.0% |
| YTD | +104.5% | +34.1% | +70.4% | +64.9% |
| 1Y | +281.4% | +22.6% | +258.7% | +224.6% |
| 3Y | -66.1% | +20.8% | -86.9% | -70.8% |
| 5Y | -91.9% | -24.9% | -67.0% | -90.6% |
| 10Y | -99.2% | -1.8% | -97.4% | -99.3% |
| All | -99.8% | +1,584.8% | -1,684.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling