+165.1%
FTNT vs DOCS
-19.0%
+184.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +7.1% | +2.6% | +4.5% | +6.6% |
| 30D | -30.9% | +11.4% | -42.3% | -32.1% |
| 3M | -23.1% | +25.4% | -48.5% | -26.0% |
| 6M | +8.1% | +42.5% | -34.4% | 0.0% |
| YTD | +60.2% | -24.7% | +84.9% | +64.3% |
| 1Y | +57.0% | -32.9% | +89.9% | +63.8% |
| 3Y | +152.9% | +39.6% | +113.3% | +124.3% |
| 5Y | +85.9% | -54.6% | +140.5% | +80.4% |
| All | +165.1% | -19.0% | +184.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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