+75.4%
FTNT vs RBA
+47.6%
+27.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +2.3% |
| 7D | -3.0% | +2.5% | -5.5% | -3.7% |
| 30D | -37.1% | +11.6% | -48.7% | -39.5% |
| 3M | -23.3% | +1.5% | -24.8% | -24.0% |
| 6M | +7.4% | -6.6% | +14.0% | +8.5% |
| YTD | +54.2% | -6.3% | +60.5% | +54.1% |
| 1Y | +49.7% | -4.0% | +53.7% | +48.1% |
| 3Y | +146.6% | +47.3% | +99.3% | +99.1% |
| 5Y | +75.4% | +47.7% | +27.8% | +46.5% |
| All | +75.4% | +47.6% | +27.8% | +46.5% |
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