+7,607.6%
FTNT vs RCL
+1,630.0%
+5,977.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +4.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -33.6% | +19.4% | -53.0% | -36.7% |
| 3M | -20.9% | +9.8% | -30.6% | -23.3% |
| 6M | +11.0% | +28.6% | -17.7% | +2.9% |
| YTD | +61.3% | +22.2% | +39.2% | +48.6% |
| 1Y | +53.1% | +29.7% | +23.4% | +38.5% |
| 3Y | +152.1% | +265.3% | -113.2% | +71.1% |
| 5Y | +90.1% | +301.8% | -211.6% | +19.4% |
| 10Y | +1,910.4% | +360.5% | +1,549.9% | +884.4% |
| All | +7,607.6% | +1,630.0% | +5,977.6% | +1,916.3% |
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