+104.5%
FTNT vs DT
+4.0%
+100.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -5.8% | -3.3% | -2.6% | -4.2% |
| 30D | -4.8% | +2.0% | -6.8% | -5.5% |
| 3M | +4.4% | +20.0% | -15.6% | -4.7% |
| 6M | +88.8% | +39.3% | +49.5% | +58.7% |
| YTD | +96.8% | +19.8% | +77.1% | +73.3% |
| 1Y | +104.5% | +4.3% | +100.2% | +87.7% |
| All | +104.5% | +4.0% | +100.4% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling