+148.8%
FTNT vs DASH
+8.6%
+140.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.3% |
| 7D | -5.8% | -10.6% | +4.7% | -2.7% |
| 30D | -4.8% | +2.2% | -6.9% | -5.7% |
| 3M | +4.4% | +32.3% | -27.9% | -5.1% |
| 6M | +88.8% | +19.1% | +69.7% | +75.8% |
| YTD | +96.8% | -6.5% | +103.3% | +97.0% |
| 1Y | +104.5% | -14.9% | +119.4% | +108.8% |
| 3Y | +156.8% | +151.9% | +4.8% | +79.7% |
| All | +148.8% | +8.6% | +140.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling