+104.5%
FTNT vs DUK
+1.8%
+102.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.6% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -4.8% | -1.7% | -3.1% | -5.6% |
| 3M | +4.4% | -0.4% | +4.9% | +4.7% |
| 6M | +88.8% | -7.2% | +96.0% | +84.5% |
| YTD | +96.8% | +5.3% | +91.6% | +103.6% |
| 1Y | +104.5% | +3.0% | +101.5% | +109.4% |
| All | +104.5% | +1.8% | +102.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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