+7,268.8%
FTNT vs OVV
-38.3%
+7,307.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -3.0% | -10.7% | +7.8% | -1.2% |
| 30D | -37.1% | -5.3% | -31.8% | -36.6% |
| 3M | -23.3% | +2.4% | -25.7% | -23.7% |
| 6M | +7.4% | +5.7% | +1.7% | +5.9% |
| YTD | +54.2% | +56.8% | -2.5% | +42.0% |
| 1Y | +49.7% | +59.3% | -9.5% | +37.2% |
| 3Y | +146.6% | +49.0% | +97.6% | +124.4% |
| 5Y | +75.4% | +88.1% | -12.7% | +49.6% |
| 10Y | +1,828.7% | +42.5% | +1,786.1% | +1,262.9% |
| All | +7,268.8% | -38.3% | +7,307.1% | +6,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling