+153.2%
FTNT vs RMD
-22.6%
+175.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +1.7% | -4.7% | +6.5% | +3.8% |
| 30D | -4.3% | +0.2% | -4.5% | -4.5% |
| 3M | +13.6% | +12.0% | +1.6% | +7.4% |
| 6M | +87.6% | -12.5% | +100.1% | +97.1% |
| YTD | +98.0% | -7.9% | +105.9% | +102.0% |
| 1Y | +96.9% | -20.4% | +117.3% | +115.2% |
| 3Y | +145.4% | +53.1% | +92.3% | +65.4% |
| All | +153.2% | -22.6% | +175.8% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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