+9,303.7%
FTNT vs RCL
+1,260.7%
+8,043.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.8% | -5.1% | -0.8% | -4.7% |
| 30D | -4.8% | -19.0% | +14.2% | +0.2% |
| 3M | +4.4% | -9.6% | +14.0% | +6.5% |
| 6M | +88.8% | -6.7% | +95.5% | +89.0% |
| YTD | +96.8% | -3.9% | +100.7% | +93.8% |
| 1Y | +104.5% | -25.1% | +129.6% | +113.3% |
| 3Y | +156.8% | +179.1% | -22.4% | +87.0% |
| 5Y | +144.1% | +243.3% | -99.3% | +59.8% |
| 10Y | +2,021.8% | +325.8% | +1,696.0% | +937.5% |
| All | +9,303.7% | +1,260.7% | +8,043.1% | +2,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling