+9,303.7%
FTNT vs DKS
+684.0%
+8,619.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | +3.0% | -8.9% | -6.5% |
| 30D | -4.8% | -30.5% | +25.8% | +1.8% |
| 3M | +4.4% | -35.7% | +40.1% | +13.4% |
| 6M | +88.8% | -29.7% | +118.5% | +99.3% |
| YTD | +96.8% | -28.9% | +125.7% | +106.4% |
| 1Y | +104.5% | -35.9% | +140.3% | +119.1% |
| 3Y | +156.8% | +28.2% | +128.6% | +121.5% |
| 5Y | +144.1% | +11.8% | +132.2% | +108.1% |
| 10Y | +2,021.8% | +211.6% | +1,810.2% | +1,160.6% |
| All | +9,303.7% | +684.0% | +8,619.7% | +3,605.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling