+96.9%
FTNT vs JD
-15.3%
+112.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +1.7% | -3.0% | +4.7% | +1.7% |
| 30D | -4.3% | -19.3% | +15.1% | -3.9% |
| 3M | +13.6% | -6.0% | +19.6% | +13.7% |
| 6M | +87.6% | +1.8% | +85.8% | +85.1% |
| YTD | +98.0% | -2.6% | +100.6% | +96.8% |
| 1Y | +96.9% | -17.4% | +114.4% | +101.1% |
| All | +96.9% | -15.3% | +112.2% | +101.1% |
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