+96.9%
FTNT vs RBA
-29.1%
+126.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | -4.3% | -13.0% | +8.7% | -2.1% |
| 3M | +13.6% | -23.1% | +36.7% | +18.0% |
| 6M | +87.6% | -22.6% | +110.2% | +94.2% |
| YTD | +98.0% | -20.4% | +118.4% | +102.8% |
| 1Y | +96.9% | -29.6% | +126.5% | +109.6% |
| All | +96.9% | -29.1% | +126.0% | +109.6% |
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