+2,111.2%
FTNT vs DLR
+172.7%
+1,938.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | -1.9% | -2.9% | +1.0% | -0.9% |
| 3M | +14.4% | +3.2% | +11.2% | +12.2% |
| 6M | +88.7% | +3.9% | +84.8% | +83.3% |
| YTD | +100.0% | +21.4% | +78.6% | +82.3% |
| 1Y | +99.9% | +9.7% | +90.2% | +89.4% |
| 3Y | +147.9% | +56.5% | +91.4% | +98.6% |
| 5Y | +155.8% | +41.5% | +114.3% | +110.6% |
| All | +2,111.2% | +172.7% | +1,938.4% | +1,387.8% |
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