+69.2%
FTNT vs DOCS
-51.8%
+121.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | -12.7% | -0.8% | -11.9% | -12.5% |
| 30D | -37.2% | +17.4% | -54.6% | -39.1% |
| 3M | -25.8% | +57.4% | -83.1% | -32.9% |
| 6M | +32.1% | +26.5% | +5.6% | +23.2% |
| YTD | +49.7% | -26.6% | +76.2% | +55.1% |
| 1Y | +47.6% | -48.1% | +95.6% | +63.7% |
| 3Y | +137.2% | +52.6% | +84.6% | +96.5% |
| All | +69.2% | -51.8% | +121.0% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling