+490.5%
DDOG vs FTNT
+905.4%
-414.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | +3.2% | +1.6% | +1.6% | +2.2% |
| 30D | -10.2% | -1.9% | -8.3% | -9.1% |
| 3M | -2.6% | +14.4% | -17.0% | -10.2% |
| 6M | +80.1% | +88.7% | -8.5% | +24.5% |
| YTD | +63.0% | +100.0% | -37.0% | +9.2% |
| 1Y | +59.4% | +99.9% | -40.5% | +5.7% |
| 3Y | +127.0% | +147.9% | -20.9% | +19.2% |
| 5Y | +61.7% | +155.8% | -94.1% | -21.2% |
| All | +490.5% | +905.4% | -414.9% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling