+141.6%
FTNT vs DD
+42.2%
+99.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +1.7% | -3.8% | +5.5% | +2.6% |
| 30D | -4.3% | -9.2% | +5.0% | -2.2% |
| 3M | +13.6% | -9.0% | +22.6% | +15.8% |
| 6M | +87.6% | -5.0% | +92.5% | +87.9% |
| YTD | +98.0% | +7.4% | +90.6% | +91.3% |
| 1Y | +96.9% | +35.1% | +61.8% | +77.8% |
| All | +141.6% | +42.2% | +99.5% | +112.1% |
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