+162.8%
FTNT vs DLTR
+30.4%
+132.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -0.1% | -10.1% | +9.9% | +1.0% |
| 30D | -3.0% | -8.1% | +5.2% | -2.2% |
| 3M | +7.6% | +2.9% | +4.7% | +6.7% |
| 6M | +87.0% | +4.3% | +82.6% | +84.3% |
| YTD | +96.5% | -3.9% | +100.5% | +95.5% |
| 1Y | +92.9% | +18.9% | +74.0% | +85.5% |
| 3Y | +139.8% | +1.9% | +137.9% | +134.0% |
| All | +162.8% | +30.4% | +132.4% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling