+69.2%
FTNT vs DOCU
-71.0%
+140.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -12.7% | -5.5% | -7.1% | -11.0% |
| 30D | -37.2% | +12.6% | -49.9% | -39.6% |
| 3M | -25.8% | +36.4% | -62.2% | -33.0% |
| 6M | +32.1% | +66.8% | -34.7% | +11.0% |
| YTD | +49.7% | +13.5% | +36.2% | +40.7% |
| 1Y | +47.6% | +11.3% | +36.3% | +39.1% |
| 3Y | +137.2% | +92.1% | +45.1% | +79.1% |
| All | +69.2% | -71.0% | +140.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling