+1,910.4%
FTNT vs DLR
+188.2%
+1,722.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +7.1% | +3.3% | +3.7% | +5.8% |
| 30D | -30.9% | +4.6% | -35.5% | -32.1% |
| 3M | -23.1% | -8.3% | -14.8% | -20.9% |
| 6M | +8.1% | -5.6% | +13.7% | +9.1% |
| YTD | +60.2% | +18.7% | +41.5% | +46.5% |
| 1Y | +57.0% | +17.1% | +39.9% | +44.2% |
| 3Y | +152.9% | +54.4% | +98.6% | +102.7% |
| 5Y | +85.9% | +36.5% | +49.4% | +54.3% |
| All | +1,910.4% | +188.2% | +1,722.2% | +1,166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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