+10.2%
ORCL vs FTNT
+137.3%
-127.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.9% |
| 7D | -11.2% | -12.7% | +1.5% | -6.7% |
| 30D | -18.8% | -37.2% | +18.4% | -5.7% |
| 3M | -18.8% | -25.8% | +7.0% | -11.6% |
| 6M | -39.7% | +32.1% | -71.9% | -47.2% |
| YTD | -39.6% | +49.7% | -89.3% | -49.3% |
| 1Y | -51.7% | +47.6% | -99.3% | -59.3% |
| 3Y | +10.2% | +137.2% | -127.0% | -6.0% |
| All | +10.2% | +137.3% | -127.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 3y: compounded portfolio wealth divided by compounded FTNT 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…
3y analysis · Full analysis span regression · 6 months rolling