+104.5%
FTNT vs RL
+13.6%
+90.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | 0.0% |
| 7D | -5.8% | -0.8% | -5.0% | -5.9% |
| 30D | -4.8% | -7.8% | +3.0% | -5.0% |
| 3M | +4.4% | -4.0% | +8.4% | +4.1% |
| 6M | +88.8% | -1.9% | +90.7% | +86.4% |
| YTD | +96.8% | -0.2% | +97.0% | +93.4% |
| 1Y | +104.5% | +10.7% | +93.8% | +96.7% |
| All | +104.5% | +13.6% | +90.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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