+53.1%
FTNT vs DASH
-11.9%
+65.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | -10.2% | +9.2% | +0.1% |
| 30D | -33.6% | -8.2% | -25.4% | -32.5% |
| 3M | -20.9% | -15.9% | -5.0% | -18.6% |
| 6M | +11.0% | +13.3% | -2.3% | +5.2% |
| YTD | +61.3% | -21.3% | +82.6% | +68.6% |
| 1Y | +53.1% | -11.1% | +64.3% | +54.4% |
| All | +53.1% | -11.9% | +65.0% | +54.4% |
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