+1,789.3%
FTNT vs DECK
+874.1%
+915.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -12.7% | +5.8% | -18.4% | -14.0% |
| 30D | -37.2% | +7.9% | -45.1% | -38.7% |
| 3M | -25.8% | -11.4% | -14.4% | -23.9% |
| 6M | +32.1% | -16.6% | +48.7% | +36.6% |
| YTD | +49.7% | -16.4% | +66.0% | +52.1% |
| 1Y | +47.6% | +8.6% | +38.9% | +38.4% |
| 3Y | +137.2% | -15.1% | +152.3% | +119.8% |
| 5Y | +74.2% | +22.9% | +51.3% | +35.9% |
| All | +1,789.3% | +874.1% | +915.3% | +941.7% |
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