+51.8%
FTNT vs DOCN
+110.0%
-58.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.2% | +8.2% | +1.9% |
| 7D | -25.7% | -20.0% | -5.6% | -23.5% |
| 30D | -29.7% | -38.8% | +9.0% | -25.8% |
| 3M | -23.1% | -34.8% | +11.7% | -19.7% |
| 6M | +45.0% | -22.8% | +67.8% | +46.8% |
| YTD | +62.9% | +74.6% | -11.7% | +50.9% |
| 1Y | +51.8% | +116.4% | -64.6% | +37.9% |
| All | +51.8% | +110.0% | -58.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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