+152.9%
FTNT vs DAL
+163.9%
-11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +7.1% | -1.1% | +8.1% | +7.2% |
| 30D | -30.9% | +12.8% | -43.7% | -32.6% |
| 3M | -23.1% | -5.3% | -17.8% | -22.5% |
| 6M | +8.1% | +22.4% | -14.3% | +3.0% |
| YTD | +60.2% | +25.6% | +34.6% | +50.6% |
| 1Y | +57.0% | +45.5% | +11.5% | +42.1% |
| 3Y | +152.9% | +161.0% | -8.0% | +110.2% |
| All | +152.9% | +163.9% | -11.0% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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