+92.9%
FTNT vs DKS
-39.2%
+132.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.8% |
| 7D | -0.1% | -3.0% | +2.8% | -0.1% |
| 30D | -3.0% | -33.4% | +30.4% | -2.3% |
| 3M | +7.6% | -39.4% | +47.0% | +8.6% |
| 6M | +87.0% | -30.1% | +117.1% | +85.4% |
| YTD | +96.5% | -31.0% | +127.5% | +93.7% |
| 1Y | +92.9% | -40.2% | +133.1% | +96.4% |
| All | +92.9% | -39.2% | +132.1% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling