+152.4%
FTNT vs DECK
-3.0%
+155.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -5.8% | -2.2% | -3.6% | -5.6% |
| 30D | -4.8% | -13.6% | +8.8% | -3.1% |
| 3M | +4.4% | -21.2% | +25.7% | +7.3% |
| 6M | +88.8% | -21.1% | +109.9% | +93.2% |
| YTD | +96.8% | -17.2% | +114.0% | +98.9% |
| 1Y | +104.5% | -30.7% | +135.2% | +112.0% |
| All | +152.4% | -3.0% | +155.5% | +144.5% |
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