+51.8%
FTNT vs DOV
+21.2%
+30.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.9% |
| 7D | -25.7% | +2.2% | -27.9% | -25.2% |
| 30D | -29.7% | +11.2% | -40.9% | -28.4% |
| 3M | -23.1% | +1.6% | -24.7% | -22.9% |
| 6M | +45.0% | -3.2% | +48.2% | +43.6% |
| YTD | +62.9% | +9.7% | +53.2% | +57.4% |
| 1Y | +51.8% | +20.5% | +31.3% | +35.2% |
| All | +51.8% | +21.2% | +30.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling