+142.0%
FTNT vs DLR
+59.0%
+83.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.7% | +3.4% | -6.1% | -3.5% |
| 30D | -1.4% | -2.2% | +0.9% | -0.9% |
| 3M | +10.1% | +4.7% | +5.4% | +8.3% |
| 6M | +88.2% | +9.0% | +79.2% | +81.2% |
| YTD | +98.3% | +24.1% | +74.2% | +82.5% |
| 1Y | +96.0% | +20.9% | +75.0% | +81.6% |
| All | +142.0% | +59.0% | +83.0% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling