+154.6%
FTNT vs RCL
+234.0%
-79.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -0.5% | -2.3% | -2.6% |
| 30D | -1.4% | -17.3% | +16.0% | +3.1% |
| 3M | +10.1% | -2.8% | +12.8% | +10.2% |
| 6M | +88.2% | -4.4% | +92.6% | +87.2% |
| YTD | +98.3% | -4.2% | +102.5% | +95.0% |
| 1Y | +96.0% | -23.4% | +119.3% | +103.9% |
| 3Y | +145.8% | +179.4% | -33.6% | +76.1% |
| 5Y | +154.6% | +238.8% | -84.1% | +66.9% |
| All | +154.6% | +234.0% | -79.3% | +66.9% |
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