+1,910.4%
FTNT vs DAR
+311.7%
+1,598.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +7.1% | +11.6% | -4.5% | +4.1% |
| 30D | -30.9% | -10.2% | -20.6% | -29.0% |
| 3M | -23.1% | -14.8% | -8.3% | -20.3% |
| 6M | +8.1% | -10.1% | +18.2% | +10.1% |
| YTD | +60.2% | +55.5% | +4.7% | +40.3% |
| 1Y | +57.0% | +61.7% | -4.7% | +35.8% |
| 3Y | +152.9% | +37.2% | +115.8% | +117.4% |
| 5Y | +85.9% | -26.9% | +112.8% | +88.7% |
| All | +1,910.4% | +311.7% | +1,598.7% | +1,020.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling