+888.9%
FTNT vs DT
+103.5%
+785.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +4.4% | +20.0% | -15.6% | -5.3% |
| 6M | +88.8% | +39.3% | +49.5% | +57.8% |
| YTD | +96.8% | +19.8% | +77.1% | +76.6% |
| 1Y | +104.5% | +4.3% | +100.2% | +95.6% |
| 3Y | +156.8% | +7.7% | +149.1% | +139.7% |
| 5Y | +144.1% | -26.8% | +170.9% | +156.6% |
| All | +888.9% | +103.5% | +785.4% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling