-98.7%
FCEL vs DOCU
+107.7%
-206.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.0% | -13.3% | -14.6% |
| 7D | -26.7% | -3.2% | -23.5% | -25.7% |
| 30D | -56.8% | +15.7% | -72.4% | -59.4% |
| 3M | -57.8% | +37.3% | -95.0% | -63.7% |
| 6M | -34.1% | +63.1% | -97.2% | -49.3% |
| YTD | +22.2% | +15.4% | +6.8% | +6.6% |
| 1Y | +5.2% | +11.3% | -6.1% | -6.7% |
| 3Y | -76.2% | +92.1% | -168.3% | -86.3% |
| 5Y | -96.7% | -70.5% | -26.2% | -95.9% |
| All | -98.7% | +107.7% | -206.4% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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