+460.1%
FTNT vs RKT
-7.0%
+467.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -5.8% | +2.1% | -8.0% | -6.1% |
| 30D | -4.8% | +1.4% | -6.2% | -5.0% |
| 3M | +4.4% | +6.3% | -1.9% | +3.3% |
| 6M | +88.8% | -15.5% | +104.2% | +90.4% |
| YTD | +96.8% | -27.4% | +124.2% | +101.0% |
| 1Y | +104.5% | -26.6% | +131.0% | +107.8% |
| 3Y | +156.8% | +41.2% | +115.5% | +130.5% |
| 5Y | +144.1% | -6.4% | +150.5% | +117.0% |
| All | +460.1% | -7.0% | +467.2% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling