+7,268.8%
FTNT vs RBA
+444.7%
+6,824.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +2.2% |
| 7D | -3.0% | +2.5% | -5.5% | -3.7% |
| 30D | -37.1% | +11.6% | -48.7% | -39.8% |
| 3M | -23.3% | +1.5% | -24.8% | -24.3% |
| 6M | +7.4% | -6.6% | +14.0% | +8.3% |
| YTD | +54.2% | -6.3% | +60.5% | +54.0% |
| 1Y | +49.7% | -4.0% | +53.7% | +48.1% |
| 3Y | +146.6% | +47.3% | +99.3% | +103.7% |
| 5Y | +75.4% | +47.7% | +27.8% | +42.0% |
| 10Y | +1,828.7% | +224.7% | +1,603.9% | +1,022.5% |
| All | +7,268.8% | +444.7% | +6,824.1% | +3,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling