+2,072.5%
FTNT vs DUK
+129.4%
+1,943.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -0.7% | +0.5% | 0.0% |
| 30D | -3.0% | -2.4% | -0.5% | -2.5% |
| 3M | +7.6% | -3.0% | +10.6% | +8.0% |
| 6M | +87.0% | -6.6% | +93.5% | +88.9% |
| YTD | +96.5% | +4.6% | +92.0% | +93.0% |
| 1Y | +92.9% | +1.2% | +91.7% | +90.7% |
| 3Y | +139.8% | +45.7% | +94.2% | +110.8% |
| 5Y | +151.3% | +40.3% | +111.0% | +122.2% |
| All | +2,072.5% | +129.4% | +1,943.0% | +1,696.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling