+51.8%
FTNT vs DUK
+7.9%
+44.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +2.9% |
| 7D | -25.7% | +4.9% | -30.5% | -22.5% |
| 30D | -29.7% | +13.8% | -43.6% | -22.5% |
| 3M | -23.1% | +5.2% | -28.3% | -19.3% |
| 6M | +45.0% | +3.5% | +41.5% | +51.9% |
| YTD | +62.9% | +13.5% | +49.5% | +80.9% |
| 1Y | +51.8% | +8.3% | +43.5% | +66.8% |
| All | +51.8% | +7.9% | +44.0% | +66.8% |
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