+144.1%
FTNT vs ROK
+48.6%
+95.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | -1.9% | -5.4% | +3.6% | -0.7% |
| 3M | +14.4% | -4.0% | +18.3% | +14.9% |
| 6M | +88.7% | +13.3% | +75.3% | +80.4% |
| YTD | +100.0% | +9.3% | +90.7% | +92.5% |
| 1Y | +99.9% | +25.8% | +74.0% | +84.5% |
| All | +144.1% | +48.6% | +95.5% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling