+96.9%
FTNT vs RL
+9.8%
+87.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.3% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -4.3% | -17.5% | +13.3% | -4.7% |
| 3M | +13.6% | -14.0% | +27.6% | +13.1% |
| 6M | +87.6% | -2.0% | +89.6% | +82.4% |
| YTD | +98.0% | -4.6% | +102.6% | +93.8% |
| 1Y | +96.9% | +9.5% | +87.4% | +86.0% |
| All | +96.9% | +9.8% | +87.1% | +86.0% |
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