+145.8%
FTNT vs DFNS
-99.9%
+245.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | -1.4% | -73.2% | +71.9% | -1.4% |
| 3M | +10.1% | -72.4% | +82.5% | +10.1% |
| 6M | +88.2% | -95.2% | +183.4% | +88.1% |
| YTD | +98.3% | -98.0% | +196.3% | +98.0% |
| 1Y | +96.0% | -98.3% | +194.2% | +95.7% |
| 3Y | +145.8% | -99.9% | +245.7% | +154.1% |
| All | +145.8% | -99.9% | +245.7% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling