+144.1%
FTNT vs RNG
+120.1%
+24.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +1.6% | -9.6% | +11.2% | +3.4% |
| 30D | -1.9% | +8.8% | -10.7% | -3.4% |
| 3M | +14.4% | +78.6% | -64.2% | +2.3% |
| 6M | +88.7% | +70.3% | +18.4% | +69.3% |
| YTD | +100.0% | +140.3% | -40.3% | +67.4% |
| 1Y | +99.9% | +126.6% | -26.7% | +68.6% |
| All | +144.1% | +120.1% | +24.0% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling