+154.6%
FTNT vs DRI
+70.3%
+84.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.7% |
| 3M | +10.1% | +9.5% | +0.6% | +5.5% |
| 6M | +88.2% | +6.5% | +81.7% | +81.0% |
| YTD | +98.3% | +18.4% | +79.9% | +80.8% |
| 1Y | +96.0% | +4.2% | +91.7% | +88.3% |
| 3Y | +145.8% | +57.1% | +88.7% | +84.4% |
| 5Y | +154.6% | +70.4% | +84.2% | +73.8% |
| All | +154.6% | +70.3% | +84.3% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling