+1,066.0%
FTNT vs DOCU
+110.9%
+955.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -33.6% | +12.9% | -46.5% | -36.2% |
| 3M | -20.9% | +35.1% | -55.9% | -28.5% |
| 6M | +11.0% | +76.2% | -65.2% | -8.8% |
| YTD | +61.3% | +17.2% | +44.1% | +50.1% |
| 1Y | +53.1% | +16.4% | +36.7% | +42.2% |
| 3Y | +152.1% | +95.6% | +56.5% | +87.8% |
| 5Y | +90.1% | -68.5% | +158.6% | +122.1% |
| All | +1,066.0% | +110.9% | +955.1% | +601.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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