+57.0%
FTNT vs O
+9.0%
+48.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -2.4% |
| 7D | +7.1% | -0.4% | +7.4% | +6.7% |
| 30D | -30.9% | +7.1% | -38.0% | -26.4% |
| 3M | -23.1% | -5.2% | -17.9% | -25.8% |
| 6M | +8.1% | -1.8% | +9.9% | +8.3% |
| YTD | +60.2% | +9.1% | +51.1% | +55.6% |
| 1Y | +57.0% | +9.7% | +47.3% | +49.7% |
| All | +57.0% | +9.0% | +48.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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