+104.5%
FTNT vs DRI
+6.9%
+97.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.2% |
| 7D | -5.8% | +0.6% | -6.4% | -5.6% |
| 30D | -4.8% | +3.8% | -8.6% | -3.7% |
| 3M | +4.4% | +13.0% | -8.6% | +7.6% |
| 6M | +88.8% | +8.3% | +80.5% | +93.4% |
| YTD | +96.8% | +20.6% | +76.2% | +103.9% |
| 1Y | +104.5% | +6.5% | +98.0% | +109.0% |
| All | +104.5% | +6.9% | +97.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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