+2,072.5%
FTNT vs DOV
+300.2%
+1,772.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | -0.1% | -2.0% | +1.8% | +0.8% |
| 30D | -3.0% | -8.9% | +5.9% | +1.3% |
| 3M | +7.6% | -13.3% | +20.9% | +14.4% |
| 6M | +87.0% | -9.7% | +96.6% | +92.2% |
| YTD | +96.5% | -2.5% | +99.0% | +93.3% |
| 1Y | +92.9% | +7.2% | +85.7% | +79.6% |
| 3Y | +139.8% | +39.4% | +100.4% | +91.1% |
| 5Y | +151.3% | +15.8% | +135.5% | +118.1% |
| All | +2,072.5% | +300.2% | +1,772.3% | +1,097.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling