+92.9%
FTNT vs DRI
+2.4%
+90.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.4% |
| 7D | -0.1% | -3.2% | +3.1% | -1.1% |
| 30D | -3.0% | -7.8% | +4.8% | -4.8% |
| 3M | +7.6% | +0.4% | +7.2% | +8.1% |
| 6M | +87.0% | +4.8% | +82.1% | +89.7% |
| YTD | +96.5% | +16.7% | +79.8% | +101.8% |
| 1Y | +92.9% | +1.5% | +91.5% | +93.6% |
| All | +92.9% | +2.4% | +90.6% | +93.6% |
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 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