+90.1%
FTNT vs DFNS
-100.0%
+190.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.7% | -9.1% | +3.7% |
| 7D | -1.0% | -13.0% | +12.0% | -1.0% |
| 30D | -33.6% | -56.9% | +23.3% | -33.6% |
| 3M | -20.9% | -93.2% | +72.3% | -20.9% |
| 6M | +11.0% | -95.4% | +106.4% | +10.9% |
| YTD | +61.3% | -99.5% | +160.8% | +61.1% |
| 1Y | +53.1% | -99.6% | +152.8% | +52.8% |
| 3Y | +152.1% | -100.0% | +252.0% | +162.4% |
| 5Y | +90.1% | -100.0% | +190.1% | +127.3% |
| All | +90.1% | -100.0% | +190.1% | +127.3% |
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