+51.8%
FTNT vs DT
-5.1%
+57.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -25.7% | -25.5% | -0.2% | -13.2% |
| 30D | -29.7% | -22.3% | -7.4% | -19.7% |
| 3M | -23.1% | +2.3% | -25.5% | -23.8% |
| 6M | +45.0% | +20.7% | +24.3% | +31.1% |
| YTD | +62.9% | +7.9% | +55.0% | +49.9% |
| 1Y | +51.8% | -5.7% | +57.6% | +45.9% |
| All | +51.8% | -5.1% | +57.0% | +45.9% |
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