+158.8%
FTNT vs ONON
-22.6%
+181.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.2% |
| 7D | -0.1% | -2.1% | +1.9% | +0.3% |
| 30D | -3.0% | -11.6% | +8.6% | -0.2% |
| 3M | +7.6% | -30.1% | +37.7% | +15.5% |
| 6M | +87.0% | -30.5% | +117.5% | +99.4% |
| YTD | +96.5% | -41.0% | +137.6% | +117.6% |
| 1Y | +92.9% | -36.7% | +129.6% | +108.1% |
| 3Y | +139.8% | -8.6% | +148.5% | +126.0% |
| All | +158.8% | -22.6% | +181.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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