+51.8%
FTNT vs DRI
+34.0%
+17.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +2.7% |
| 7D | -25.7% | +6.5% | -32.2% | -23.9% |
| 30D | -29.7% | +16.4% | -46.1% | -26.2% |
| 3M | -23.1% | +13.6% | -36.8% | -19.8% |
| 6M | +45.0% | +22.0% | +23.0% | +53.8% |
| YTD | +62.9% | +29.3% | +33.6% | +73.0% |
| 1Y | +51.8% | +32.0% | +19.8% | +61.2% |
| All | +51.8% | +34.0% | +17.8% | +61.2% |
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