+75.4%
FTNT vs RL
+240.9%
-165.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.8% | +1.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -37.1% | +7.3% | -44.5% | -38.7% |
| 3M | -23.3% | +1.0% | -24.3% | -23.9% |
| 6M | +7.4% | +11.8% | -4.4% | +1.6% |
| YTD | +54.2% | +13.6% | +40.6% | +43.0% |
| 1Y | +49.7% | +24.0% | +25.7% | +33.7% |
| 3Y | +146.6% | +256.6% | -110.0% | +36.0% |
| 5Y | +75.4% | +240.2% | -164.8% | -8.6% |
| All | +75.4% | +240.9% | -165.5% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling