-99.8%
FCEL vs DOC
+1,562.9%
-1,662.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -7.8% |
| 7D | -14.9% | +8.7% | -23.6% | -19.1% |
| 30D | -41.7% | +7.6% | -49.3% | -44.5% |
| 3M | -53.2% | -5.3% | -47.9% | -52.2% |
| 6M | -19.0% | +27.6% | -46.7% | -32.8% |
| YTD | +44.2% | +32.4% | +11.8% | +16.2% |
| 1Y | +42.4% | +22.9% | +19.6% | +20.0% |
| 3Y | -71.9% | +43.1% | -115.0% | -78.3% |
| 5Y | -96.2% | -21.4% | -74.8% | -95.8% |
| 10Y | -99.0% | +16.8% | -115.8% | -99.2% |
| All | -99.8% | +1,562.9% | -1,662.7% | -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