+92.9%
FTNT vs RNG
+128.1%
-35.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -6.1% | +5.9% | +0.8% |
| 30D | -3.0% | +9.6% | -12.6% | -4.5% |
| 3M | +7.6% | +83.3% | -75.7% | -3.2% |
| 6M | +87.0% | +77.9% | +9.0% | +68.4% |
| YTD | +96.5% | +139.9% | -43.4% | +69.5% |
| 1Y | +92.9% | +121.7% | -28.7% | +67.1% |
| All | +92.9% | +128.1% | -35.1% | +67.1% |
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