+382.3%
FTNT vs DFNS
-100.0%
+482.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -19.4% | +20.5% | +1.1% |
| 7D | +5.7% | -12.7% | +18.4% | +5.7% |
| 30D | -32.1% | -65.2% | +33.1% | -32.1% |
| 3M | -19.5% | -94.6% | +75.1% | -19.5% |
| 6M | +13.8% | -96.2% | +110.0% | +13.8% |
| YTD | +63.1% | -99.6% | +162.7% | +62.9% |
| 1Y | +57.7% | -99.7% | +157.4% | +57.4% |
| 3Y | +154.9% | -100.0% | +254.9% | +165.4% |
| 5Y | +89.3% | -100.0% | +189.3% | +99.9% |
| All | +382.3% | -100.0% | +482.3% | +409.1% |
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