+390.4%
DDOG vs FTNT
+705.2%
-314.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.0% |
| 7D | +2.9% | +7.1% | -4.2% | -1.5% |
| 30D | -31.6% | -30.9% | -0.7% | -15.2% |
| 3M | -27.0% | -23.1% | -3.9% | -15.5% |
| 6M | -10.3% | +8.1% | -18.4% | -15.6% |
| YTD | +35.4% | +60.2% | -24.8% | +2.4% |
| 1Y | -1.0% | +57.0% | -58.0% | -24.4% |
| 3Y | +76.7% | +152.9% | -76.3% | -10.3% |
| 5Y | -4.6% | +85.9% | -90.5% | -44.3% |
| All | +390.4% | +705.2% | -314.8% | -0.2% |
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