+148.8%
FTNT vs DOCU
-78.0%
+226.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.2% |
| 7D | -5.8% | +6.9% | -12.7% | -7.9% |
| 30D | -4.8% | +19.0% | -23.8% | -10.2% |
| 3M | +4.4% | +34.3% | -29.9% | -5.9% |
| 6M | +88.8% | +48.0% | +40.8% | +64.6% |
| YTD | +96.8% | 0.0% | +96.8% | +92.9% |
| 1Y | +104.5% | -10.3% | +114.7% | +105.7% |
| 3Y | +156.8% | +32.4% | +124.4% | +117.8% |
| All | +148.8% | -78.0% | +226.8% | +213.8% |
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 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