+104.5%
FTNT vs RNG
+144.7%
-40.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.6% |
| 7D | -5.8% | +5.8% | -11.6% | -6.8% |
| 30D | -4.8% | +19.6% | -24.4% | -7.6% |
| 3M | +4.4% | +67.0% | -62.6% | -4.4% |
| 6M | +88.8% | +88.4% | +0.4% | +68.0% |
| YTD | +96.8% | +155.5% | -58.7% | +67.3% |
| 1Y | +104.5% | +141.7% | -37.2% | +75.4% |
| All | +104.5% | +144.7% | -40.3% | +75.4% |
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