+69.2%
FTNT vs DOCN
-32.3%
+101.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | -12.7% | -19.2% | +6.5% | -8.1% |
| 30D | -37.2% | -43.1% | +5.8% | -28.0% |
| 3M | -25.8% | -40.7% | +14.9% | -16.7% |
| 6M | +32.1% | -55.0% | +87.1% | +55.7% |
| YTD | +49.7% | +50.6% | -1.0% | +18.4% |
| 1Y | +47.6% | +54.0% | -6.4% | +15.5% |
| 3Y | +137.2% | +203.9% | -66.7% | +35.0% |
| All | +69.2% | -32.3% | +101.5% | +51.6% |
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