+154.6%
FTNT vs DAR
-8.5%
+163.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -1.4% | +13.0% | -14.3% | -4.3% |
| 3M | +10.1% | +15.0% | -4.9% | +6.1% |
| 6M | +88.2% | +26.8% | +61.4% | +76.8% |
| YTD | +98.3% | +86.4% | +11.9% | +69.6% |
| 1Y | +96.0% | +115.1% | -19.1% | +60.8% |
| 3Y | +145.8% | +14.6% | +131.2% | +133.2% |
| 5Y | +154.6% | -8.8% | +163.4% | +144.9% |
| All | +154.6% | -8.5% | +163.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling