+51.8%
FTNT vs RCL
+27.6%
+24.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +1.2% |
| 7D | -25.7% | +11.7% | -37.4% | -25.5% |
| 30D | -29.7% | +21.1% | -50.9% | -29.7% |
| 3M | -23.1% | +2.9% | -26.0% | -22.7% |
| 6M | +45.0% | +29.8% | +15.2% | +44.6% |
| YTD | +62.9% | +21.4% | +41.5% | +62.4% |
| 1Y | +51.8% | +32.0% | +19.8% | +50.5% |
| All | +51.8% | +27.6% | +24.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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