+154.6%
FTNT vs RCAT
+192.8%
-38.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.5% |
| 7D | -2.7% | +5.4% | -8.1% | -3.0% |
| 30D | -1.4% | -5.6% | +4.2% | -1.1% |
| 3M | +10.1% | -30.2% | +40.3% | +11.9% |
| 6M | +88.2% | -43.4% | +131.6% | +91.8% |
| YTD | +98.3% | +9.6% | +88.7% | +92.5% |
| 1Y | +96.0% | -2.0% | +97.9% | +89.3% |
| 3Y | +145.8% | +825.0% | -679.2% | +94.2% |
| 5Y | +154.6% | +199.8% | -45.2% | +103.8% |
| All | +154.6% | +192.8% | -38.1% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling