+153.2%
FTNT vs DD
+58.1%
+95.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.9% |
| 7D | +1.7% | -3.8% | +5.5% | +3.2% |
| 30D | -4.3% | -9.2% | +5.0% | -0.6% |
| 3M | +13.6% | -9.0% | +22.6% | +17.4% |
| 6M | +87.6% | -5.0% | +92.5% | +88.5% |
| YTD | +98.0% | +7.4% | +90.6% | +87.5% |
| 1Y | +96.9% | +35.1% | +61.8% | +67.0% |
| 3Y | +145.4% | +43.2% | +102.2% | +92.8% |
| All | +153.2% | +58.1% | +95.1% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling