+92.9%
FTNT vs DD
+34.9%
+58.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -0.1% | -3.5% | +3.4% | +0.2% |
| 30D | -3.0% | -11.7% | +8.7% | -1.8% |
| 3M | +7.6% | -9.2% | +16.8% | +8.6% |
| 6M | +87.0% | -7.2% | +94.1% | +86.3% |
| YTD | +96.5% | +6.6% | +89.9% | +90.0% |
| 1Y | +92.9% | +32.0% | +60.9% | +77.5% |
| All | +92.9% | +34.9% | +58.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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