+145.8%
FTNT vs DAR
+14.9%
+130.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -1.4% | +13.0% | -14.3% | -3.0% |
| 3M | +10.1% | +15.0% | -4.9% | +7.9% |
| 6M | +88.2% | +26.8% | +61.4% | +81.7% |
| YTD | +98.3% | +86.4% | +11.9% | +81.6% |
| 1Y | +96.0% | +115.1% | -19.1% | +75.3% |
| 3Y | +145.8% | +14.6% | +131.2% | +144.5% |
| All | +145.8% | +14.9% | +130.9% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling