+9,303.7%
FTNT vs DG
+575.4%
+8,728.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -5.8% | +8.4% | -14.2% | -7.5% |
| 30D | -4.8% | +4.9% | -9.7% | -5.8% |
| 3M | +4.4% | +29.3% | -24.9% | -1.6% |
| 6M | +88.8% | -11.3% | +100.0% | +92.4% |
| YTD | +96.8% | +1.8% | +95.1% | +94.3% |
| 1Y | +104.5% | +25.3% | +79.1% | +92.0% |
| 3Y | +156.8% | +9.1% | +147.7% | +137.0% |
| 5Y | +144.1% | -34.9% | +178.9% | +160.8% |
| 10Y | +2,021.8% | +108.2% | +1,913.6% | +1,498.2% |
| All | +9,303.7% | +575.4% | +8,728.4% | +4,727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling