+104.5%
FTNT vs DOC
+23.9%
+80.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -5.8% | -1.5% | -4.4% | -5.8% |
| 30D | -4.8% | -4.8% | 0.0% | -4.5% |
| 3M | +4.4% | +6.9% | -2.5% | +3.5% |
| 6M | +88.8% | +20.7% | +68.0% | +85.8% |
| YTD | +96.8% | +34.1% | +62.7% | +86.9% |
| 1Y | +104.5% | +22.6% | +81.8% | +95.7% |
| All | +104.5% | +23.9% | +80.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling