+51.8%
FTNT vs DASH
-16.7%
+68.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | 0.0% |
| 7D | -25.7% | +17.2% | -42.8% | -27.4% |
| 30D | -29.7% | +3.6% | -33.3% | -29.7% |
| 3M | -23.1% | -1.9% | -21.2% | -22.8% |
| 6M | +45.0% | +15.1% | +29.9% | +38.5% |
| YTD | +62.9% | -12.3% | +75.3% | +68.4% |
| 1Y | +51.8% | -17.2% | +69.1% | +58.8% |
| All | +51.8% | -16.7% | +68.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling