+141.6%
FTNT vs DG
+4.6%
+137.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | +1.7% | -4.8% | +6.6% | +1.7% |
| 30D | -4.3% | +1.8% | -6.0% | -4.2% |
| 3M | +13.6% | +14.5% | -0.9% | +13.8% |
| 6M | +87.6% | -13.6% | +101.1% | +86.5% |
| YTD | +98.0% | -4.8% | +102.8% | +97.7% |
| 1Y | +96.9% | +21.6% | +75.4% | +99.1% |
| All | +141.6% | +4.6% | +137.0% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling