+79.5%
FTNT vs DOCN
-34.6%
+114.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -15.9% | +10.5% | -1.2% |
| 7D | -11.9% | -29.3% | +17.4% | -4.1% |
| 30D | -35.9% | -46.0% | +10.1% | -25.5% |
| 3M | -25.4% | -43.2% | +17.8% | -15.3% |
| 6M | +36.2% | -53.7% | +90.0% | +59.3% |
| YTD | +54.3% | +46.9% | +7.4% | +22.8% |
| 1Y | +42.5% | +54.3% | -11.9% | +11.2% |
| 3Y | +142.7% | +185.5% | -42.9% | +40.9% |
| 5Y | +79.5% | -31.1% | +110.6% | +54.8% |
| All | +79.5% | -34.6% | +114.1% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling