+2,072.5%
FTNT vs ROK
+357.9%
+1,714.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.4% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | -3.0% | -4.8% | +1.8% | -1.0% |
| 3M | +7.6% | -6.1% | +13.7% | +9.6% |
| 6M | +87.0% | +15.5% | +71.5% | +72.1% |
| YTD | +96.5% | +11.2% | +85.4% | +82.9% |
| 1Y | +92.9% | +23.8% | +69.1% | +70.4% |
| 3Y | +139.8% | +53.1% | +86.7% | +83.0% |
| 5Y | +151.3% | +48.3% | +103.0% | +90.6% |
| All | +2,072.5% | +357.9% | +1,714.5% | +863.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling