+153.0%
FTNT vs DFNS
-99.9%
+252.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.2% |
| 7D | +1.7% | +4.6% | -2.9% | +1.7% |
| 30D | -4.3% | -73.9% | +69.6% | -4.3% |
| 3M | +13.6% | -71.7% | +85.3% | +13.6% |
| 6M | +87.6% | -94.6% | +182.2% | +87.5% |
| YTD | +98.0% | -98.1% | +196.1% | +97.7% |
| 1Y | +96.9% | -98.3% | +195.2% | +96.7% |
| 3Y | +145.4% | -99.9% | +245.3% | +155.8% |
| 5Y | +153.0% | -99.9% | +252.8% | +176.6% |
| All | +153.0% | -99.9% | +252.8% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling