+2,098.3%
FTNT vs RL
+297.6%
+1,800.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.7% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.3% | -17.5% | +13.3% | +0.5% |
| 3M | +13.6% | -14.0% | +27.6% | +17.5% |
| 6M | +87.6% | -2.0% | +89.6% | +85.0% |
| YTD | +98.0% | -4.6% | +102.6% | +96.5% |
| 1Y | +96.9% | +9.5% | +87.4% | +87.6% |
| 3Y | +145.4% | +200.5% | -55.1% | +74.5% |
| 5Y | +153.0% | +226.3% | -73.3% | +72.8% |
| 10Y | +2,098.3% | +304.8% | +1,793.5% | +1,379.9% |
| All | +2,098.3% | +297.6% | +1,800.7% | +1,379.9% |
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