+51.8%
FTNT vs RCAT
-59.1%
+111.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.3% | +11.3% | +1.6% |
| 7D | -25.7% | -18.5% | -7.1% | -24.8% |
| 30D | -29.7% | -37.0% | +7.2% | -27.9% |
| 3M | -23.1% | -54.9% | +31.7% | -19.6% |
| 6M | +45.0% | -63.6% | +108.6% | +53.0% |
| YTD | +62.9% | -49.6% | +112.5% | +64.8% |
| 1Y | +51.8% | -57.8% | +109.6% | +54.8% |
| All | +51.8% | -59.1% | +111.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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