-4.4%
DDOG vs FTNT
+90.9%
-95.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | +5.6% | +5.7% | -0.1% | +1.9% |
| 30D | -34.9% | -32.1% | -2.8% | -18.1% |
| 3M | -23.4% | -19.5% | -4.0% | -13.8% |
| 6M | -7.7% | +13.8% | -21.5% | -16.0% |
| YTD | +35.6% | +63.1% | -27.5% | +1.5% |
| 1Y | -3.4% | +57.7% | -61.1% | -26.5% |
| 3Y | +78.0% | +154.9% | -76.9% | -11.3% |
| 5Y | -4.4% | +89.3% | -93.7% | -46.8% |
| All | -4.4% | +90.9% | -95.3% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling