+7,607.6%
FTNT vs RL
+542.4%
+7,065.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | -1.0% | -4.4% | +3.4% | +0.3% |
| 30D | -33.6% | +5.6% | -39.2% | -34.8% |
| 3M | -20.9% | -0.6% | -20.2% | -21.2% |
| 6M | +11.0% | +15.5% | -4.5% | +4.7% |
| YTD | +61.3% | +12.3% | +49.0% | +51.9% |
| 1Y | +53.1% | +19.3% | +33.8% | +41.3% |
| 3Y | +152.1% | +255.5% | -103.5% | +62.5% |
| 5Y | +90.1% | +247.1% | -156.9% | +21.1% |
| 10Y | +1,910.4% | +346.0% | +1,564.3% | +984.4% |
| All | +7,607.6% | +542.4% | +7,065.2% | +3,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling