+7,554.6%
FTNT vs DG
+583.5%
+6,971.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -30.9% | +3.2% | -34.1% | -31.7% |
| 3M | -23.1% | +10.4% | -33.5% | -25.2% |
| 6M | +8.1% | +33.2% | -25.1% | +0.6% |
| YTD | +60.2% | +3.0% | +57.2% | +56.9% |
| 1Y | +57.0% | +31.2% | +25.8% | +45.4% |
| 3Y | +152.9% | +21.8% | +131.1% | +125.3% |
| 5Y | +85.9% | -35.0% | +120.9% | +98.0% |
| 10Y | +1,896.5% | +106.0% | +1,790.5% | +1,402.2% |
| All | +7,554.6% | +583.5% | +6,971.2% | +3,797.8% |
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