+7,607.6%
FTNT vs DLR
+642.4%
+6,965.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| YTD | +61.3% | +19.5% | +41.8% | +47.8% |
| 1Y | +53.1% | +10.5% | +42.6% | +44.4% |
| 3Y | +152.1% | +54.0% | +98.1% | +104.8% |
| 5Y | +90.1% | +39.7% | +50.4% | +58.0% |
| 10Y | +1,910.4% | +189.5% | +1,720.8% | +1,141.1% |
| All | +7,607.6% | +642.4% | +6,965.2% | +3,000.1% |
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