+278.1%
FTNT vs DOCN
+117.0%
+161.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.3% |
| 7D | +5.7% | +27.4% | -21.7% | -0.6% |
| 30D | -32.1% | -29.7% | -2.3% | -26.4% |
| 3M | -19.5% | -32.5% | +13.0% | -12.7% |
| 6M | +13.8% | -42.2% | +55.9% | +25.7% |
| YTD | +63.1% | +87.2% | -24.0% | +23.5% |
| 1Y | +57.7% | +86.2% | -28.5% | +19.2% |
| 3Y | +154.9% | +257.4% | -102.5% | +45.1% |
| 5Y | +89.3% | -27.4% | +116.7% | +52.1% |
| All | +278.1% | +117.0% | +161.1% | +148.5% |
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