+2,072.5%
FTNT vs DKS
+203.5%
+1,869.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -0.1% | -3.0% | +2.8% | +0.4% |
| 30D | -3.0% | -33.4% | +30.4% | +3.2% |
| 3M | +7.6% | -39.4% | +47.0% | +16.2% |
| 6M | +87.0% | -30.1% | +117.1% | +95.3% |
| YTD | +96.5% | -31.0% | +127.5% | +105.3% |
| 1Y | +92.9% | -40.2% | +133.1% | +106.8% |
| 3Y | +139.8% | +30.9% | +108.9% | +112.4% |
| 5Y | +151.3% | +14.0% | +137.3% | +119.0% |
| All | +2,072.5% | +203.5% | +1,869.0% | +1,354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling