+142.0%
FTNT vs DT
+5.6%
+136.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.6% |
| 7D | -2.7% | -4.9% | +2.2% | +0.2% |
| 30D | -1.4% | +2.7% | -4.1% | -2.7% |
| 3M | +10.1% | +20.0% | -9.9% | -2.3% |
| 6M | +88.2% | +28.0% | +60.2% | +59.0% |
| YTD | +98.3% | +16.0% | +82.3% | +77.3% |
| 1Y | +96.0% | +0.7% | +95.2% | +90.8% |
| All | +142.0% | +5.6% | +136.4% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling