+166.9%
FTNT vs DOCS
-19.3%
+186.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.3% |
| 7D | -1.0% | -4.2% | +3.2% | -0.3% |
| 30D | -33.6% | +8.6% | -42.2% | -34.5% |
| 3M | -20.9% | +27.2% | -48.1% | -24.1% |
| 6M | +11.0% | +26.5% | -15.5% | +4.6% |
| YTD | +61.3% | -25.0% | +86.3% | +65.5% |
| 1Y | +53.1% | -37.0% | +90.1% | +61.6% |
| 3Y | +152.1% | +39.4% | +112.7% | +123.6% |
| 5Y | +90.1% | -56.7% | +146.8% | +84.7% |
| All | +166.9% | -19.3% | +186.2% | +166.5% |
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