+7,554.6%
FTNT vs RCAT
-99.8%
+7,654.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.8% |
| 7D | +7.1% | -5.9% | +13.0% | +7.1% |
| 30D | -30.9% | -19.7% | -11.2% | -30.9% |
| 3M | -23.1% | -62.9% | +39.8% | -22.9% |
| 6M | +8.1% | -59.6% | +67.7% | +8.3% |
| YTD | +60.2% | -52.1% | +112.3% | +60.3% |
| 1Y | +57.0% | -50.9% | +107.9% | +57.1% |
| 3Y | +152.9% | +333.8% | -180.9% | +151.9% |
| 5Y | +85.9% | +40.7% | +45.2% | +85.2% |
| 10Y | +1,896.5% | -99.8% | +1,996.3% | +1,909.0% |
| All | +7,554.6% | -99.8% | +7,654.4% | +7,144.7% |
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