+69.2%
FTNT vs DAL
+101.3%
-32.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.6% |
| 7D | -12.7% | +8.8% | -21.5% | -14.8% |
| 30D | -37.2% | +5.4% | -42.6% | -38.3% |
| 3M | -25.8% | -4.9% | -20.8% | -25.0% |
| 6M | +32.1% | +19.8% | +12.3% | +23.8% |
| YTD | +49.7% | +27.0% | +22.7% | +36.2% |
| 1Y | +47.6% | +52.5% | -4.9% | +26.0% |
| 3Y | +137.2% | +173.8% | -36.6% | +52.5% |
| All | +69.2% | +101.3% | -32.1% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling