+273.9%
FTNT vs DOCN
+110.0%
+163.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -5.9% | +1.3% |
| 7D | -1.0% | +3.7% | -4.7% | -2.2% |
| 30D | -33.6% | -33.7% | +0.1% | -27.0% |
| 3M | -20.9% | -27.9% | +7.0% | -15.8% |
| 6M | +11.0% | -46.4% | +57.4% | +25.0% |
| YTD | +61.3% | +81.1% | -19.8% | +23.1% |
| 1Y | +53.1% | +74.3% | -21.2% | +17.9% |
| 3Y | +152.1% | +245.8% | -93.8% | +44.7% |
| 5Y | +90.1% | -23.7% | +113.9% | +51.8% |
| All | +273.9% | +110.0% | +163.9% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling