+51.8%
FTNT vs JD
-9.8%
+61.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.2% |
| 7D | -25.7% | +9.0% | -34.6% | -25.3% |
| 30D | -29.7% | +5.2% | -34.9% | -29.4% |
| 3M | -23.1% | -15.9% | -7.2% | -23.3% |
| 6M | +45.0% | -7.7% | +52.7% | +44.9% |
| YTD | +62.9% | +0.1% | +62.9% | +63.1% |
| 1Y | +51.8% | -9.7% | +61.6% | +55.1% |
| All | +51.8% | -9.8% | +61.6% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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