+9,457.8%
FTNT vs DVN
+12.0%
+9,445.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | -1.9% | +10.2% | -12.1% | -4.1% |
| 3M | +14.4% | +8.1% | +6.3% | +11.9% |
| 6M | +88.7% | +15.9% | +72.8% | +80.8% |
| YTD | +100.0% | +38.2% | +61.8% | +83.8% |
| 1Y | +99.9% | +44.5% | +55.4% | +81.0% |
| 3Y | +147.9% | +5.1% | +142.8% | +136.2% |
| 5Y | +155.8% | +124.3% | +31.5% | +97.8% |
| 10Y | +2,121.1% | +65.9% | +2,055.1% | +1,440.7% |
| All | +9,457.8% | +12.0% | +9,445.8% | +7,286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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