+162.8%
FTNT vs DOV
+14.8%
+148.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +7.6% | -13.3% | +20.9% | +14.9% |
| 6M | +87.0% | -9.7% | +96.6% | +91.8% |
| YTD | +96.5% | -2.5% | +99.0% | +90.9% |
| 1Y | +92.9% | +7.2% | +85.7% | +75.1% |
| 3Y | +139.8% | +39.4% | +100.4% | +72.5% |
| All | +162.8% | +14.8% | +148.0% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling