+7,554.6%
FTNT vs DRI
+1,251.2%
+6,303.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.2% |
| 3M | -23.1% | +3.2% | -26.3% | -24.5% |
| 6M | +8.1% | +20.6% | -12.5% | -0.2% |
| YTD | +60.2% | +28.3% | +32.0% | +43.1% |
| 1Y | +57.0% | +34.5% | +22.5% | +37.6% |
| 3Y | +152.9% | +66.5% | +86.4% | +100.1% |
| 5Y | +85.9% | +79.6% | +6.3% | +42.3% |
| 10Y | +1,896.5% | +333.8% | +1,562.8% | +840.5% |
| All | +7,554.6% | +1,251.2% | +6,303.5% | +2,109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling