+2,111.2%
FTNT vs DAR
+375.1%
+1,736.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +1.6% | +0.9% | +0.6% | +1.3% |
| 30D | -1.9% | +6.4% | -8.3% | -3.7% |
| 3M | +14.4% | +13.2% | +1.1% | +10.1% |
| 6M | +88.7% | +26.2% | +62.5% | +75.9% |
| YTD | +100.0% | +84.4% | +15.7% | +68.0% |
| 1Y | +99.9% | +112.0% | -12.2% | +60.5% |
| 3Y | +147.9% | +13.4% | +134.6% | +128.2% |
| 5Y | +155.8% | -6.0% | +161.8% | +142.7% |
| All | +2,111.2% | +375.1% | +1,736.1% | +1,080.7% |
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