+9,303.7%
FTNT vs DD
+286.2%
+9,017.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.8% | -3.5% | -2.3% | -4.6% |
| 30D | -4.8% | -10.3% | +5.5% | -0.9% |
| 3M | +4.4% | -7.5% | +12.0% | +7.2% |
| 6M | +88.8% | -8.0% | +96.8% | +92.4% |
| YTD | +96.8% | +10.5% | +86.3% | +86.4% |
| 1Y | +104.5% | +38.3% | +66.2% | +76.7% |
| 3Y | +156.8% | +42.5% | +114.3% | +112.6% |
| 5Y | +144.1% | +60.2% | +83.9% | +91.9% |
| 10Y | +2,021.8% | +68.9% | +1,952.9% | +1,391.4% |
| All | +9,303.7% | +286.2% | +9,017.6% | +4,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling