+143.7%
FTNT vs RBRK
+124.5%
+19.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | -0.1% | -7.5% | +7.4% | +2.2% |
| 30D | -3.0% | -10.4% | +7.5% | 0.0% |
| 3M | +7.6% | +21.3% | -13.7% | +1.0% |
| 6M | +87.0% | +50.6% | +36.3% | +64.3% |
| YTD | +96.5% | +13.3% | +83.2% | +84.2% |
| 1Y | +92.9% | +11.2% | +81.7% | +79.9% |
| All | +143.7% | +124.5% | +19.3% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling