+1,910.4%
FTNT vs DRI
+331.7%
+1,578.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.7% |
| 30D | -30.9% | +9.7% | -40.6% | -32.9% |
| 3M | -23.1% | +3.2% | -26.3% | -24.3% |
| 6M | +8.1% | +20.6% | -12.5% | +0.9% |
| YTD | +60.2% | +28.3% | +32.0% | +45.3% |
| 1Y | +57.0% | +34.5% | +22.5% | +39.9% |
| 3Y | +152.9% | +66.5% | +86.4% | +106.1% |
| 5Y | +85.9% | +79.6% | +6.3% | +46.8% |
| All | +1,910.4% | +331.7% | +1,578.7% | +1,143.1% |
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