+51.8%
FTNT vs RNG
+179.4%
-127.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -25.7% | -9.6% | -16.1% | -24.1% |
| 30D | -29.7% | -1.4% | -28.3% | -29.3% |
| 3M | -23.1% | +28.8% | -51.9% | -26.0% |
| 6M | +45.0% | +65.6% | -20.6% | +33.5% |
| YTD | +62.9% | +171.4% | -108.5% | +39.2% |
| 1Y | +51.8% | +185.3% | -133.5% | +23.8% |
| All | +51.8% | +179.4% | -127.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling