+155.2%
FTNT vs DOCS
-20.2%
+175.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.9% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -37.1% | +7.8% | -44.9% | -37.9% |
| 3M | -23.3% | +20.0% | -43.2% | -25.8% |
| 6M | +7.4% | +26.5% | -19.2% | +1.1% |
| YTD | +54.2% | -25.8% | +80.0% | +58.5% |
| 1Y | +49.7% | -39.5% | +89.2% | +59.1% |
| 3Y | +146.6% | +60.3% | +86.2% | +112.9% |
| 5Y | +75.4% | -57.0% | +132.5% | +70.7% |
| All | +155.2% | -20.2% | +175.3% | +155.3% |
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