+155.8%
FTNT vs O
+14.0%
+141.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +1.6% | -3.5% | +5.1% | +2.7% |
| 30D | -1.9% | -3.3% | +1.4% | -1.0% |
| 3M | +14.4% | -2.8% | +17.2% | +15.0% |
| 6M | +88.7% | -5.8% | +94.4% | +90.8% |
| YTD | +100.0% | +9.4% | +90.6% | +88.7% |
| 1Y | +99.9% | +5.7% | +94.2% | +91.4% |
| 3Y | +147.9% | +27.2% | +120.7% | +111.7% |
| 5Y | +155.8% | +17.2% | +138.6% | +134.8% |
| All | +155.8% | +14.0% | +141.8% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling