+9,303.7%
FTNT vs RCAT
-99.5%
+9,403.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -4.8% | -3.3% | -1.4% | -4.8% |
| 3M | +4.4% | -43.2% | +47.6% | +4.5% |
| 6M | +88.8% | -43.2% | +132.0% | +88.9% |
| YTD | +96.8% | +5.5% | +91.3% | +96.7% |
| 1Y | +104.5% | -1.6% | +106.1% | +104.3% |
| 3Y | +156.8% | +773.7% | -616.9% | +155.4% |
| 5Y | +144.1% | +187.6% | -43.6% | +142.8% |
| 10Y | +2,021.8% | -98.5% | +2,120.2% | +2,036.0% |
| All | +9,303.7% | -99.5% | +9,403.3% | +8,786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling