+2,098.3%
FTNT vs JD
+14.7%
+2,083.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.4% |
| 30D | -4.3% | -19.3% | +15.1% | 0.0% |
| 3M | +13.6% | -6.0% | +19.6% | +14.7% |
| 6M | +87.6% | +1.8% | +85.8% | +85.1% |
| YTD | +98.0% | -2.6% | +100.6% | +96.9% |
| 1Y | +96.9% | -17.4% | +114.4% | +102.6% |
| 3Y | +145.4% | -8.6% | +154.0% | +132.8% |
| 5Y | +153.0% | -61.6% | +214.6% | +179.0% |
| 10Y | +2,098.3% | +16.9% | +2,081.4% | +1,443.9% |
| All | +2,098.3% | +14.7% | +2,083.5% | +1,443.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling