+356.2%
FTNT vs DOCN
+171.0%
+185.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | -5.8% | +1.1% | -7.0% | -6.1% |
| 30D | -4.8% | -9.6% | +4.9% | -2.7% |
| 3M | +4.4% | -37.7% | +42.1% | +15.3% |
| 6M | +88.8% | +115.2% | -26.4% | +42.7% |
| YTD | +96.8% | +133.7% | -36.9% | +43.2% |
| 1Y | +104.5% | +250.2% | -145.7% | +29.9% |
| 3Y | +156.8% | +320.3% | -163.5% | +41.0% |
| 5Y | +144.1% | +53.1% | +91.0% | +72.4% |
| All | +356.2% | +171.0% | +185.2% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling