+2,111.2%
FTNT vs DRI
+348.7%
+1,762.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +1.6% | -4.8% | +6.4% | +3.1% |
| 30D | -1.9% | -5.2% | +3.3% | -0.7% |
| 3M | +14.4% | +2.7% | +11.6% | +12.6% |
| 6M | +88.7% | +3.6% | +85.0% | +84.1% |
| YTD | +100.0% | +15.4% | +84.6% | +87.7% |
| 1Y | +99.9% | +1.3% | +98.6% | +94.8% |
| 3Y | +147.9% | +53.1% | +94.8% | +107.3% |
| 5Y | +155.8% | +64.6% | +91.3% | +107.7% |
| All | +2,111.2% | +348.7% | +1,762.4% | +1,167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling