+155.8%
FTNT vs DG
-39.4%
+195.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +1.6% | -6.3% | +7.9% | +2.1% |
| 30D | -1.9% | +2.4% | -4.3% | -2.1% |
| 3M | +14.4% | +12.4% | +2.0% | +13.1% |
| 6M | +88.7% | -14.9% | +103.6% | +90.4% |
| YTD | +100.0% | -6.1% | +106.1% | +100.3% |
| 1Y | +99.9% | +17.9% | +82.0% | +96.7% |
| 3Y | +147.9% | +3.1% | +144.8% | +145.5% |
| 5Y | +155.8% | -38.7% | +194.5% | +187.7% |
| All | +155.8% | -39.4% | +195.2% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling