+51.8%
FTNT vs RBA
-2.0%
+53.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | -25.7% | +12.7% | -38.3% | -26.4% |
| 30D | -29.7% | +15.5% | -45.3% | -30.7% |
| 3M | -23.1% | -14.0% | -9.1% | -20.7% |
| 6M | +45.0% | -8.8% | +53.8% | +47.6% |
| YTD | +62.9% | -6.9% | +69.9% | +61.6% |
| 1Y | +51.8% | -3.0% | +54.8% | +48.3% |
| All | +51.8% | -2.0% | +53.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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