+87.2%
FTNT vs DLR
+39.4%
+47.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -33.6% | +0.5% | -34.1% | -33.8% |
| 3M | -20.9% | -4.4% | -16.4% | -19.9% |
| 6M | +11.0% | -6.4% | +17.4% | +12.5% |
| YTD | +61.3% | +19.5% | +41.8% | +45.6% |
| 1Y | +53.1% | +10.5% | +42.6% | +43.0% |
| 3Y | +152.1% | +54.0% | +98.1% | +94.8% |
| All | +87.2% | +39.4% | +47.8% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling