+152.4%
FTNT vs DOCS
+9.5%
+143.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.3% |
| 7D | -5.8% | -1.4% | -4.4% | -5.7% |
| 30D | -4.8% | +21.8% | -26.6% | -8.1% |
| 3M | +4.4% | +27.3% | -22.9% | 0.0% |
| 6M | +88.8% | -0.3% | +89.1% | +86.0% |
| YTD | +96.8% | -40.5% | +137.3% | +110.2% |
| 1Y | +104.5% | -61.5% | +166.0% | +134.4% |
| All | +152.4% | +9.5% | +143.0% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling