+9,303.7%
FTNT vs DLR
+666.9%
+8,636.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -5.8% | +1.6% | -7.4% | -6.4% |
| 30D | -4.8% | -3.4% | -1.4% | -3.6% |
| 3M | +4.4% | +0.5% | +3.9% | +3.5% |
| 6M | +88.8% | +4.6% | +84.2% | +83.2% |
| YTD | +96.8% | +23.4% | +73.4% | +78.8% |
| 1Y | +104.5% | +19.0% | +85.4% | +87.8% |
| 3Y | +156.8% | +56.5% | +100.2% | +107.5% |
| 5Y | +144.1% | +33.3% | +110.7% | +106.6% |
| 10Y | +2,021.8% | +165.1% | +1,856.6% | +1,252.6% |
| All | +9,303.7% | +666.9% | +8,636.9% | +3,652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling