+1,847.7%
FTNT vs DECK
+885.7%
+962.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.9% |
| 7D | -11.9% | +6.0% | -17.9% | -13.4% |
| 30D | -35.9% | +7.4% | -43.4% | -37.4% |
| 3M | -25.4% | -11.7% | -13.7% | -23.4% |
| 6M | +36.2% | -11.0% | +47.2% | +38.3% |
| YTD | +54.3% | -15.4% | +69.6% | +56.3% |
| 1Y | +42.5% | +7.2% | +35.2% | +34.3% |
| 3Y | +142.7% | -11.8% | +154.5% | +122.1% |
| 5Y | +79.5% | +24.3% | +55.2% | +39.6% |
| All | +1,847.7% | +885.7% | +962.0% | +970.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling