+145.8%
FTNT vs RL
+211.8%
-66.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | -1.4% | -12.2% | +10.9% | +1.1% |
| 3M | +10.1% | -6.6% | +16.7% | +10.9% |
| 6M | +88.2% | +3.2% | +85.0% | +82.8% |
| YTD | +98.3% | -1.3% | +99.6% | +94.8% |
| 1Y | +96.0% | +13.6% | +82.4% | +84.3% |
| 3Y | +145.8% | +210.9% | -65.1% | +107.4% |
| All | +145.8% | +211.8% | -66.1% | +107.4% |
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