+51.8%
FTNT vs DTE
+5.6%
+46.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +2.4% |
| 7D | -25.7% | +4.2% | -29.9% | -23.6% |
| 30D | -29.7% | +10.0% | -39.7% | -26.0% |
| 3M | -23.1% | -2.1% | -21.0% | -23.2% |
| 6M | +45.0% | -4.7% | +49.7% | +43.8% |
| YTD | +62.9% | +9.3% | +53.6% | +67.5% |
| 1Y | +51.8% | +6.6% | +45.2% | +56.1% |
| All | +51.8% | +5.6% | +46.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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