-1.0%
DDOG vs FTNT
+56.2%
-57.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.4% |
| 7D | +2.9% | +7.1% | -4.2% | -3.3% |
| 30D | -31.6% | -30.9% | -0.7% | -7.1% |
| 3M | -27.0% | -23.1% | -3.9% | -12.1% |
| 6M | -10.3% | +8.1% | -18.4% | -27.4% |
| YTD | +35.4% | +60.2% | -24.8% | -28.6% |
| 1Y | -1.0% | +57.0% | -58.0% | -47.5% |
| All | -1.0% | +56.2% | -57.2% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling