+9,303.7%
FTNT vs RBA
+375.2%
+8,928.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -5.8% | -2.9% | -2.9% | -4.9% |
| 30D | -4.8% | -12.3% | +7.5% | -0.4% |
| 3M | +4.4% | -20.5% | +24.9% | +12.2% |
| 6M | +88.8% | -18.5% | +107.3% | +100.1% |
| YTD | +96.8% | -18.2% | +115.0% | +107.5% |
| 1Y | +104.5% | -27.5% | +132.0% | +124.5% |
| 3Y | +156.8% | +38.1% | +118.7% | +117.7% |
| 5Y | +144.1% | +44.8% | +99.3% | +99.5% |
| 10Y | +2,021.8% | +187.1% | +1,834.6% | +1,197.2% |
| All | +9,303.7% | +375.2% | +8,928.6% | +4,525.4% |
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