+1,387.0%
FTNT vs DBX
+16.6%
+1,370.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | -1.4% | -2.9% | +1.5% | 0.0% |
| 3M | +10.1% | +23.8% | -13.8% | -1.1% |
| 6M | +88.2% | +26.2% | +62.0% | +66.4% |
| YTD | +98.3% | +21.6% | +76.7% | +78.3% |
| 1Y | +96.0% | +11.4% | +84.5% | +82.6% |
| 3Y | +145.8% | +21.3% | +124.5% | +112.6% |
| 5Y | +154.6% | +6.7% | +148.0% | +126.1% |
| All | +1,387.0% | +16.6% | +1,370.4% | +1,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling