+89.8%
FTNT vs DG
-35.8%
+125.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -30.9% | +3.2% | -34.1% | -31.1% |
| 3M | -23.1% | +10.4% | -33.5% | -23.8% |
| 6M | +8.1% | +33.2% | -25.1% | +5.4% |
| YTD | +60.2% | +3.0% | +57.2% | +59.1% |
| 1Y | +57.0% | +31.2% | +25.8% | +53.2% |
| 3Y | +152.9% | +21.8% | +131.1% | +143.5% |
| All | +89.8% | -35.8% | +125.6% | +111.1% |
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