+75.4%
FTNT vs DOCU
-71.8%
+147.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -3.0% | -4.8% | +1.8% | -1.4% |
| 30D | -37.1% | +9.4% | -46.5% | -38.9% |
| 3M | -23.3% | +29.0% | -52.3% | -29.5% |
| 6M | +7.4% | +62.3% | -55.0% | -9.1% |
| YTD | +54.2% | +13.7% | +40.6% | +45.0% |
| 1Y | +49.7% | +11.5% | +38.2% | +41.1% |
| 3Y | +146.6% | +94.2% | +52.4% | +85.5% |
| 5Y | +75.4% | -71.7% | +147.2% | +81.4% |
| All | +75.4% | -71.8% | +147.2% | +81.4% |
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