+51.8%
FTNT vs DLTR
+45.2%
+6.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | +2.0% |
| 7D | -25.7% | +15.6% | -41.3% | -24.4% |
| 30D | -29.7% | +29.9% | -59.6% | -28.3% |
| 3M | -23.1% | +12.5% | -35.6% | -21.8% |
| 6M | +45.0% | +56.3% | -11.3% | +44.3% |
| YTD | +62.9% | +19.5% | +43.4% | +64.1% |
| 1Y | +51.8% | +44.0% | +7.8% | +40.8% |
| All | +51.8% | +45.2% | +6.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling