+121.1%
DDOG vs FTNT
+142.5%
-21.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.2% |
| 7D | +7.7% | +1.7% | +5.9% | +6.7% |
| 30D | -13.6% | -4.3% | -9.4% | -11.5% |
| 3M | -0.9% | +13.6% | -14.5% | -6.6% |
| 6M | +75.2% | +87.6% | -12.4% | +33.1% |
| YTD | +65.7% | +98.0% | -32.3% | +24.0% |
| 1Y | +60.4% | +96.9% | -36.5% | +19.5% |
| All | +121.1% | +142.5% | -21.4% | +86.5% |
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 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