+89.8%
FTNT vs RCL
+292.5%
-202.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +7.1% | -1.2% | +8.2% | +7.3% |
| 30D | -30.9% | +17.8% | -48.7% | -33.9% |
| 3M | -23.1% | +4.9% | -28.0% | -24.5% |
| 6M | +8.1% | +23.7% | -15.6% | +1.2% |
| YTD | +60.2% | +17.8% | +42.4% | +48.7% |
| 1Y | +57.0% | +28.9% | +28.1% | +41.5% |
| 3Y | +152.9% | +241.9% | -89.0% | +69.5% |
| All | +89.8% | +292.5% | -202.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling