+89.3%
FTNT vs DASH
-24.3%
+113.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.1% |
| 7D | +5.7% | -4.1% | +9.8% | +7.0% |
| 30D | -32.1% | -10.6% | -21.5% | -30.5% |
| 3M | -19.5% | -18.8% | -0.7% | -15.6% |
| 6M | +13.8% | +11.2% | +2.6% | +6.7% |
| YTD | +63.1% | -23.8% | +86.9% | +71.3% |
| 1Y | +57.7% | -12.2% | +69.9% | +57.7% |
| 3Y | +154.9% | +97.3% | +57.6% | +88.7% |
| 5Y | +89.3% | -29.8% | +119.1% | +95.2% |
| All | +89.3% | -24.3% | +113.6% | +95.2% |
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 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