+42.5%
FTNT vs RBRK
+46.1%
-3.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.1% | +5.8% | -0.7% |
| 7D | -11.9% | -20.9% | +8.9% | -3.2% |
| 30D | -35.9% | -15.9% | -20.0% | -31.2% |
| 3M | -25.4% | +24.7% | -50.0% | -31.4% |
| 6M | +36.2% | +85.1% | -48.8% | +8.6% |
| YTD | +54.3% | +38.3% | +16.0% | +26.2% |
| 1Y | +42.5% | +46.2% | -3.7% | +15.4% |
| All | +42.5% | +46.1% | -3.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling