+51.8%
FTNT vs DG
+45.3%
+6.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | +0.3% |
| 7D | -25.7% | +12.3% | -37.9% | -26.5% |
| 30D | -29.7% | +19.3% | -49.0% | -31.5% |
| 3M | -23.1% | +11.9% | -35.0% | -24.4% |
| 6M | +45.0% | +25.0% | +20.0% | +39.2% |
| YTD | +62.9% | +8.7% | +54.2% | +59.4% |
| 1Y | +51.8% | +44.7% | +7.1% | +31.0% |
| All | +51.8% | +45.3% | +6.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling