+1,910.4%
FTNT vs RL
+337.1%
+1,573.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.3% |
| 30D | -30.9% | +2.9% | -33.8% | -31.6% |
| 3M | -23.1% | 0.0% | -23.1% | -23.4% |
| 6M | +8.1% | +17.1% | -9.0% | +2.3% |
| YTD | +60.2% | +10.1% | +50.1% | +52.7% |
| 1Y | +57.0% | +17.3% | +39.7% | +46.9% |
| 3Y | +152.9% | +249.3% | -96.4% | +72.4% |
| 5Y | +85.9% | +240.9% | -155.0% | +24.7% |
| All | +1,910.4% | +337.1% | +1,573.4% | +1,279.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling