+139.8%
FTNT vs RDW
+241.5%
-101.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -3.0% | -21.3% | +18.3% | -0.6% |
| 3M | +7.6% | -37.9% | +45.4% | +12.0% |
| 6M | +87.0% | +12.3% | +74.7% | +77.1% |
| YTD | +96.5% | +39.7% | +56.8% | +76.5% |
| 1Y | +92.9% | +25.7% | +67.3% | +72.5% |
| 3Y | +139.8% | +230.8% | -91.0% | +98.1% |
| All | +139.8% | +241.5% | -101.6% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling