+154.6%
FTNT vs RBA
+44.6%
+110.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | -2.7% | -1.1% | -1.7% | -2.4% |
| 30D | -1.4% | -13.2% | +11.9% | +3.3% |
| 3M | +10.1% | -21.4% | +31.4% | +18.2% |
| 6M | +88.2% | -20.9% | +109.1% | +100.7% |
| YTD | +98.3% | -19.9% | +118.2% | +109.4% |
| 1Y | +96.0% | -28.7% | +124.6% | +115.7% |
| 3Y | +145.8% | +27.4% | +118.4% | +109.2% |
| 5Y | +154.6% | +41.7% | +112.9% | +89.3% |
| All | +154.6% | +44.6% | +110.0% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling