+53.1%
FTNT vs DOCS
-38.0%
+91.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.5% |
| 7D | -1.0% | -4.2% | +3.2% | -0.7% |
| 30D | -33.6% | +8.6% | -42.2% | -33.9% |
| 3M | -20.9% | +27.2% | -48.1% | -22.2% |
| 6M | +11.0% | +26.5% | -15.5% | +9.4% |
| YTD | +61.3% | -25.0% | +86.3% | +62.7% |
| 1Y | +53.1% | -37.0% | +90.1% | +54.8% |
| All | +53.1% | -38.0% | +91.1% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling