+9,359.7%
FTNT vs DLTR
+622.9%
+8,736.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.8% |
| 7D | +1.7% | -10.2% | +12.0% | +4.1% |
| 30D | -4.3% | -8.5% | +4.2% | -2.7% |
| 3M | +13.6% | +5.6% | +8.0% | +11.4% |
| 6M | +87.6% | +2.2% | +85.4% | +83.6% |
| YTD | +98.0% | -3.8% | +101.7% | +95.8% |
| 1Y | +96.9% | +22.9% | +74.0% | +82.7% |
| 3Y | +145.4% | +2.0% | +143.3% | +129.4% |
| 5Y | +153.0% | +29.8% | +123.2% | +112.9% |
| 10Y | +2,098.3% | +45.0% | +2,053.2% | +1,544.6% |
| All | +9,359.7% | +622.9% | +8,736.8% | +4,380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling