+287.9%
FTNT vs RGTI
+54.2%
+233.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -3.0% | -17.1% | +14.1% | -2.0% |
| 3M | +7.6% | -26.0% | +33.6% | +9.0% |
| 6M | +87.0% | -9.9% | +96.8% | +85.8% |
| YTD | +96.5% | -31.1% | +127.6% | +97.4% |
| 1Y | +92.9% | -8.5% | +101.4% | +88.8% |
| 3Y | +139.8% | +652.2% | -512.4% | +84.2% |
| 5Y | +151.3% | +56.8% | +94.6% | +150.1% |
| All | +287.9% | +54.2% | +233.7% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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