+104.5%
FTNT vs ROK
+29.3%
+75.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -4.8% | -3.3% | -1.5% | -4.6% |
| 3M | +4.4% | -5.9% | +10.3% | +4.5% |
| 6M | +88.8% | +13.9% | +74.9% | +83.3% |
| YTD | +96.8% | +12.6% | +84.2% | +90.7% |
| 1Y | +104.5% | +28.6% | +75.9% | +89.2% |
| All | +104.5% | +29.3% | +75.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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