+89.8%
FTNT vs RMD
-7.7%
+97.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +2.1% | +5.0% | +6.2% |
| 30D | -30.9% | +2.1% | -33.0% | -31.8% |
| 3M | -23.1% | +6.2% | -29.3% | -25.5% |
| 6M | +8.1% | +19.4% | -11.3% | -1.4% |
| YTD | +60.2% | +0.5% | +59.7% | +56.7% |
| 1Y | +57.0% | -3.9% | +61.0% | +56.8% |
| 3Y | +152.9% | +72.5% | +80.4% | +60.4% |
| All | +89.8% | -7.7% | +97.5% | +104.3% |
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