+1,077.8%
FTNT vs DOCU
+111.8%
+965.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -25.7% | -3.7% | -22.0% | -24.6% |
| 30D | -29.7% | +15.0% | -44.7% | -32.9% |
| 3M | -23.1% | +39.9% | -63.0% | -31.4% |
| 6M | +45.0% | +66.2% | -21.2% | +21.5% |
| YTD | +62.9% | +17.7% | +45.2% | +51.3% |
| 1Y | +51.8% | +13.7% | +38.1% | +42.1% |
| 3Y | +156.3% | +95.9% | +60.4% | +90.7% |
| 5Y | +91.2% | -71.7% | +162.8% | +131.1% |
| All | +1,077.8% | +111.8% | +965.9% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling