+104.5%
FTNT vs RJF
+7.8%
+96.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.2% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -4.8% | -1.3% | -3.5% | -4.6% |
| 3M | +4.4% | +18.9% | -14.5% | +2.4% |
| 6M | +88.8% | +15.0% | +73.7% | +83.8% |
| YTD | +96.8% | +12.2% | +84.6% | +91.7% |
| 1Y | +104.5% | +5.6% | +98.8% | +100.1% |
| All | +104.5% | +7.8% | +96.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling