+48.8%
FTNT vs DASH
-12.8%
+61.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +3.0% |
| 7D | -3.0% | -4.8% | +1.8% | -2.4% |
| 30D | -37.1% | -7.9% | -29.2% | -36.0% |
| 3M | -23.3% | -16.3% | -7.0% | -20.9% |
| 6M | +7.4% | +10.4% | -3.0% | +2.8% |
| YTD | +54.2% | -20.1% | +74.3% | +60.6% |
| All | +48.8% | -12.8% | +61.6% | +51.2% |
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