+157.5%
FTNT vs O
+40.0%
+117.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +5.7% | -0.4% | +6.1% | +5.7% |
| 30D | -32.1% | +8.3% | -40.4% | -31.4% |
| 3M | -19.5% | -4.0% | -15.5% | -19.4% |
| 6M | +13.8% | -2.6% | +16.4% | +14.0% |
| YTD | +63.1% | +9.9% | +53.2% | +59.3% |
| 1Y | +57.7% | +9.8% | +47.9% | +54.1% |
| All | +157.5% | +40.0% | +117.5% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling