+428.9%
FTNT vs RDW
-0.7%
+429.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +7.6% | -37.9% | +45.4% | +12.7% |
| 6M | +87.0% | +12.3% | +74.7% | +75.8% |
| YTD | +96.5% | +39.7% | +56.8% | +74.2% |
| 1Y | +92.9% | +25.7% | +67.3% | +70.2% |
| 3Y | +139.8% | +230.8% | -91.0% | +66.7% |
| 5Y | +151.3% | -8.8% | +160.1% | +92.8% |
| All | +428.9% | -0.7% | +429.7% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling