+7,694.2%
FTNT vs RBA
+436.1%
+7,258.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +5.7% | -0.5% | +6.3% | +5.9% |
| 30D | -32.1% | +6.8% | -38.9% | -34.0% |
| 3M | -19.5% | +9.5% | -28.9% | -22.5% |
| 6M | +13.8% | -8.2% | +22.0% | +15.4% |
| YTD | +63.1% | -7.7% | +70.9% | +63.8% |
| 1Y | +57.7% | -6.9% | +64.6% | +57.7% |
| 3Y | +154.9% | +61.6% | +93.3% | +104.0% |
| 5Y | +89.3% | +44.7% | +44.6% | +54.2% |
| 10Y | +1,933.0% | +205.3% | +1,727.6% | +1,108.6% |
| All | +7,694.2% | +436.1% | +7,258.1% | +3,550.3% |
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 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