+7,554.6%
FTNT vs DD
+351.3%
+7,203.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +7.1% | +5.0% | +2.1% | +5.1% |
| 30D | -30.9% | +19.7% | -50.6% | -35.5% |
| 3M | -23.1% | +7.2% | -30.3% | -25.4% |
| 6M | +8.1% | +1.0% | +7.1% | +6.8% |
| YTD | +60.2% | +29.1% | +31.1% | +42.6% |
| 1Y | +57.0% | +28.5% | +28.5% | +39.9% |
| 3Y | +152.9% | +89.4% | +63.5% | +87.5% |
| 5Y | +85.9% | +67.1% | +18.8% | +43.6% |
| 10Y | +1,896.5% | +97.5% | +1,799.0% | +1,218.8% |
| All | +7,554.6% | +351.3% | +7,203.4% | +3,221.5% |
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 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