-97.8%
FCEL vs DOCU
+80.0%
-177.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.5% |
| 7D | -15.8% | +6.9% | -22.7% | -18.1% |
| 30D | -29.3% | +19.0% | -48.3% | -34.8% |
| 3M | -30.1% | +34.3% | -64.4% | -40.0% |
| 6M | +74.4% | +48.0% | +26.4% | +40.4% |
| YTD | +104.5% | 0.0% | +104.5% | +91.6% |
| 1Y | +281.4% | -10.3% | +291.6% | +273.2% |
| 3Y | -66.1% | +32.4% | -98.5% | -76.3% |
| 5Y | -91.9% | -77.9% | -13.9% | -88.7% |
| All | -97.8% | +80.0% | -177.9% | -98.3% |
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