+148.8%
FTNT vs OVV
+160.2%
-11.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -4.8% | +11.7% | -16.5% | -7.0% |
| 3M | +4.4% | +9.8% | -5.4% | +2.1% |
| 6M | +88.8% | +26.6% | +62.2% | +78.3% |
| YTD | +96.8% | +67.0% | +29.8% | +74.8% |
| 1Y | +104.5% | +55.9% | +48.5% | +83.3% |
| 3Y | +156.8% | +45.5% | +111.3% | +127.1% |
| All | +148.8% | +160.2% | -11.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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