+139.3%
FTNT vs RL
+235.0%
-95.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -12.7% | -4.2% | -8.5% | -12.0% |
| 30D | -37.2% | +4.3% | -41.5% | -37.8% |
| 3M | -25.8% | -4.6% | -21.2% | -25.2% |
| 6M | +32.1% | +1.7% | +30.4% | +30.3% |
| YTD | +49.7% | +7.3% | +42.3% | +44.4% |
| 1Y | +47.6% | +20.8% | +26.8% | +37.3% |
| All | +139.3% | +235.0% | -95.8% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling