+137.2%
FTNT vs DASH
+94.3%
+42.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -12.7% | +0.4% | -13.0% | -12.9% |
| 30D | -37.2% | -6.0% | -31.2% | -36.6% |
| 3M | -25.8% | -15.8% | -10.0% | -23.3% |
| 6M | +32.1% | +7.0% | +25.2% | +26.5% |
| YTD | +49.7% | -20.7% | +70.3% | +55.4% |
| 1Y | +47.6% | -8.5% | +56.1% | +46.4% |
| 3Y | +137.2% | +101.8% | +35.4% | +98.5% |
| All | +137.2% | +94.3% | +42.9% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling