+356.0%
FTNT vs RKT
-9.3%
+365.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +7.1% | -9.0% | +16.0% | +8.0% |
| 30D | -30.9% | +30.2% | -61.1% | -33.0% |
| 3M | -23.1% | -8.8% | -14.3% | -22.7% |
| 6M | +8.1% | -0.9% | +9.0% | +7.2% |
| YTD | +60.2% | -29.2% | +89.4% | +63.5% |
| 1Y | +57.0% | -20.1% | +77.1% | +57.7% |
| 3Y | +152.9% | +81.3% | +71.6% | +118.9% |
| 5Y | +85.9% | -6.6% | +92.5% | +65.0% |
| All | +356.0% | -9.3% | +365.3% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling