+481.1%
FTNT vs DFNS
-99.9%
+581.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.8% |
| 7D | -0.1% | -6.3% | +6.2% | -0.1% |
| 30D | -3.0% | -74.0% | +71.0% | -3.0% |
| 3M | +7.6% | -70.1% | +77.7% | +7.6% |
| 6M | +87.0% | -93.9% | +180.9% | +86.8% |
| YTD | +96.5% | -98.1% | +194.6% | +96.2% |
| 1Y | +92.9% | -98.3% | +191.2% | +92.7% |
| 3Y | +139.8% | -99.9% | +239.7% | +149.8% |
| 5Y | +151.3% | -99.9% | +251.2% | +165.5% |
| All | +481.1% | -99.9% | +581.0% | +513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling