+153.0%
FTNT vs DT
-28.0%
+180.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -4.3% | +0.1% | -4.3% | -4.2% |
| 3M | +13.6% | +24.1% | -10.5% | +0.1% |
| 6M | +87.6% | +30.1% | +57.5% | +60.0% |
| YTD | +98.0% | +16.8% | +81.2% | +78.1% |
| 1Y | +96.9% | -0.1% | +97.0% | +92.0% |
| 3Y | +145.4% | +6.8% | +138.5% | +127.4% |
| 5Y | +153.0% | -28.4% | +181.3% | +164.9% |
| All | +153.0% | -28.0% | +180.9% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling