+144.5%
FTNT vs DECK
-12.4%
+156.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.2% |
| 7D | -11.9% | +6.0% | -17.9% | -12.5% |
| 30D | -35.9% | +7.4% | -43.4% | -36.5% |
| 3M | -25.4% | -11.7% | -13.7% | -24.4% |
| 6M | +36.2% | -11.0% | +47.2% | +37.3% |
| YTD | +54.3% | -15.4% | +69.6% | +55.3% |
| 1Y | +42.5% | +7.2% | +35.2% | +37.4% |
| All | +144.5% | -12.4% | +156.9% | +137.7% |
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 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