+148.8%
FTNT vs DOC
-24.5%
+173.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -5.8% | -1.5% | -4.4% | -5.5% |
| 30D | -4.8% | -4.8% | 0.0% | -3.7% |
| 3M | +4.4% | +6.9% | -2.5% | +2.3% |
| 6M | +88.8% | +20.7% | +68.0% | +78.1% |
| YTD | +96.8% | +34.1% | +62.7% | +79.4% |
| 1Y | +104.5% | +22.6% | +81.8% | +91.3% |
| 3Y | +156.8% | +20.8% | +135.9% | +138.8% |
| All | +148.8% | -24.5% | +173.3% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling