+467.1%
DDOG vs FTNT
+889.2%
-422.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -10.1% | -5.8% | -4.3% | -6.6% |
| 30D | -24.8% | -4.8% | -20.0% | -22.0% |
| 3M | -12.6% | +4.4% | -17.0% | -14.7% |
| 6M | +79.9% | +88.8% | -8.8% | +24.4% |
| YTD | +56.6% | +96.8% | -40.2% | +6.0% |
| 1Y | +61.6% | +104.5% | -42.9% | +5.9% |
| 3Y | +117.9% | +156.8% | -38.9% | +11.6% |
| 5Y | +54.2% | +144.1% | -89.8% | -22.7% |
| All | +467.1% | +889.2% | -422.1% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling