+2,024.1%
FTNT vs DECK
+718.3%
+1,305.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -5.8% | -2.2% | -3.6% | -5.3% |
| 30D | -4.8% | -13.6% | +8.8% | -1.1% |
| 3M | +4.4% | -21.2% | +25.7% | +10.6% |
| 6M | +88.8% | -21.1% | +109.9% | +98.2% |
| YTD | +96.8% | -17.2% | +114.0% | +101.6% |
| 1Y | +104.5% | -30.7% | +135.2% | +118.6% |
| 3Y | +156.8% | -3.4% | +160.1% | +127.2% |
| 5Y | +144.1% | +25.5% | +118.5% | +89.6% |
| All | +2,024.1% | +718.3% | +1,305.8% | +1,032.1% |
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