+160.7%
FTNT vs ONON
-24.2%
+184.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.7% | -3.5% | +5.2% | +2.5% |
| 30D | -4.3% | -30.8% | +26.5% | +3.5% |
| 3M | +13.6% | -29.8% | +43.4% | +21.9% |
| 6M | +87.6% | -34.8% | +122.4% | +103.2% |
| YTD | +98.0% | -42.3% | +140.2% | +120.3% |
| 1Y | +96.9% | -39.5% | +136.5% | +114.8% |
| 3Y | +145.4% | -9.3% | +154.7% | +131.5% |
| All | +160.7% | -24.2% | +184.9% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling