+392.9%
FTNT vs DASH
-2.1%
+395.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -3.5% | -2.8% | -0.8% | -2.9% |
| 30D | -36.5% | -9.3% | -27.3% | -35.5% |
| 3M | -24.7% | -15.1% | -9.7% | -22.5% |
| 6M | +8.3% | +8.7% | -0.4% | +3.4% |
| YTD | +55.6% | -21.3% | +76.9% | +61.0% |
| 1Y | +50.2% | -12.7% | +62.8% | +50.7% |
| 3Y | +143.2% | +103.8% | +39.4% | +89.6% |
| 5Y | +85.5% | -16.8% | +102.3% | +53.7% |
| All | +392.9% | -2.1% | +395.0% | +290.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling