+152.9%
FTNT vs DD
+88.8%
+64.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +7.1% | +5.0% | +2.1% | +5.9% |
| 30D | -30.9% | +19.7% | -50.6% | -33.6% |
| 3M | -23.1% | +7.2% | -30.3% | -24.3% |
| 6M | +8.1% | +1.0% | +7.1% | +7.6% |
| YTD | +60.2% | +29.1% | +31.1% | +48.2% |
| 1Y | +57.0% | +28.5% | +28.5% | +45.4% |
| 3Y | +152.9% | +89.4% | +63.5% | +94.6% |
| All | +152.9% | +88.8% | +64.1% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling