+147.4%
FTNT vs DAL
+99.7%
+47.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -5.8% | +0.1% | -6.0% | -5.9% |
| 30D | -4.8% | -13.9% | +9.1% | -2.1% |
| 3M | +4.4% | +1.1% | +3.3% | +3.9% |
| 6M | +88.8% | +26.2% | +62.5% | +78.2% |
| YTD | +96.8% | +16.4% | +80.4% | +88.5% |
| 1Y | +104.5% | +33.9% | +70.6% | +88.7% |
| All | +147.4% | +99.7% | +47.7% | +122.6% |
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