+3,763.3%
FTNT vs RNG
+309.1%
+3,454.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +2.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -1.4% | +11.4% | -12.8% | -4.5% |
| 3M | +10.1% | +72.1% | -62.0% | -7.4% |
| 6M | +88.2% | +67.9% | +20.3% | +58.0% |
| YTD | +98.3% | +144.3% | -46.0% | +45.3% |
| 1Y | +96.0% | +117.5% | -21.6% | +47.8% |
| 3Y | +145.8% | +123.9% | +21.9% | +71.8% |
| 5Y | +154.6% | -70.1% | +224.7% | +203.3% |
| 10Y | +2,063.6% | +215.9% | +1,847.8% | +1,030.8% |
| All | +3,763.3% | +309.1% | +3,454.3% | +1,751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling