+153.0%
FTNT vs DLR
+40.9%
+112.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +2.9% | -1.2% | +0.6% |
| 30D | -4.3% | -1.2% | -3.1% | -3.9% |
| 3M | +13.6% | +2.9% | +10.7% | +11.5% |
| 6M | +87.6% | +6.7% | +80.9% | +79.8% |
| YTD | +98.0% | +23.9% | +74.1% | +77.2% |
| 1Y | +96.9% | +18.6% | +78.3% | +79.0% |
| 3Y | +145.4% | +59.7% | +85.7% | +87.9% |
| 5Y | +153.0% | +42.1% | +110.9% | +125.8% |
| All | +153.0% | +40.9% | +112.0% | +125.8% |
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 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