+137.2%
FTNT vs DECK
-13.4%
+150.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -12.7% | +5.8% | -18.4% | -13.2% |
| 30D | -37.2% | +7.9% | -45.1% | -37.8% |
| 3M | -25.8% | -11.4% | -14.4% | -24.8% |
| 6M | +32.1% | -16.6% | +48.7% | +34.3% |
| YTD | +49.7% | -16.4% | +66.0% | +50.8% |
| 1Y | +47.6% | +8.6% | +38.9% | +41.8% |
| 3Y | +137.2% | -15.1% | +152.3% | +130.9% |
| All | +137.2% | -13.4% | +150.6% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling