+1,868.3%
FTNT vs RL
+369.1%
+1,499.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.5% | +1.3% | -4.9% | -3.9% |
| 30D | -36.5% | +7.6% | -44.2% | -37.9% |
| 3M | -24.7% | -1.5% | -23.2% | -24.8% |
| 6M | +8.3% | +12.1% | -3.7% | +3.8% |
| YTD | +55.6% | +13.9% | +41.7% | +47.1% |
| 1Y | +50.2% | +20.7% | +29.5% | +39.5% |
| 3Y | +143.2% | +260.6% | -117.4% | +64.6% |
| 5Y | +85.5% | +248.9% | -163.4% | +23.7% |
| 10Y | +1,868.3% | +355.9% | +1,512.4% | +1,190.1% |
| All | +1,868.3% | +369.1% | +1,499.2% | +1,190.1% |
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