+1,910.4%
FTNT vs DRI
+339.9%
+1,570.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -33.6% | +14.7% | -48.3% | -36.4% |
| 3M | -20.9% | +5.4% | -26.3% | -22.6% |
| 6M | +11.0% | +18.8% | -7.9% | +4.0% |
| YTD | +61.3% | +28.4% | +33.0% | +46.3% |
| 1Y | +53.1% | +37.7% | +15.5% | +35.4% |
| 3Y | +152.1% | +68.0% | +84.1% | +104.9% |
| 5Y | +90.1% | +78.8% | +11.3% | +50.4% |
| 10Y | +1,910.4% | +334.2% | +1,576.2% | +1,148.6% |
| All | +1,910.4% | +339.9% | +1,570.5% | +1,148.6% |
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