+155.8%
FTNT vs DKS
+12.8%
+143.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | -4.7% | +6.3% | +2.6% |
| 30D | -1.9% | -35.1% | +33.2% | +6.0% |
| 3M | +14.4% | -37.7% | +52.1% | +24.4% |
| 6M | +88.7% | -30.7% | +119.4% | +98.4% |
| YTD | +100.0% | -31.9% | +132.0% | +110.4% |
| 1Y | +99.9% | -40.0% | +139.9% | +116.4% |
| 3Y | +147.9% | +28.4% | +119.5% | +103.1% |
| 5Y | +155.8% | +12.4% | +143.4% | +90.7% |
| All | +155.8% | +12.8% | +143.0% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling