+51.8%
FTNT vs DBX
+22.5%
+29.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.5% |
| 7D | -25.7% | -1.1% | -24.5% | -25.2% |
| 30D | -29.7% | +5.0% | -34.8% | -31.2% |
| 3M | -23.1% | +4.6% | -27.7% | -24.6% |
| 6M | +45.0% | +43.9% | +1.1% | +21.1% |
| YTD | +62.9% | +29.9% | +33.1% | +39.9% |
| 1Y | +51.8% | +24.6% | +27.2% | +31.6% |
| All | +51.8% | +22.5% | +29.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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