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  • FTNT vs RL✓SelectedUSD · RLFTNT vs RL performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

FTNT vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,098.3%
RL return
+297.6%
Excess return
+1,800.7%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
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