+9,457.8%
FTNT vs DUK
+407.4%
+9,050.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +1.6% | -1.7% | +3.3% | +2.0% |
| 30D | -1.9% | -2.2% | +0.4% | -1.3% |
| 3M | +14.4% | -3.7% | +18.1% | +15.2% |
| 6M | +88.7% | -6.3% | +95.0% | +90.9% |
| YTD | +100.0% | +4.5% | +95.5% | +95.9% |
| 1Y | +99.9% | +1.8% | +98.0% | +96.9% |
| 3Y | +147.9% | +46.8% | +101.1% | +113.9% |
| 5Y | +155.8% | +40.2% | +115.6% | +122.5% |
| 10Y | +2,121.1% | +129.8% | +1,991.3% | +1,482.5% |
| All | +9,457.8% | +407.4% | +9,050.4% | +4,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling