+9,303.7%
FTNT vs ROK
+1,209.3%
+8,094.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -5.8% | +0.7% | -6.5% | -6.2% |
| 30D | -4.8% | -3.3% | -1.5% | -3.4% |
| 3M | +4.4% | -5.9% | +10.3% | +6.4% |
| 6M | +88.8% | +13.9% | +74.9% | +73.7% |
| YTD | +96.8% | +12.6% | +84.2% | +81.0% |
| 1Y | +104.5% | +28.6% | +75.9% | +75.6% |
| 3Y | +156.8% | +45.1% | +111.7% | +97.3% |
| 5Y | +144.1% | +45.6% | +98.5% | +83.8% |
| 10Y | +2,021.8% | +345.0% | +1,676.7% | +725.3% |
| All | +9,303.7% | +1,209.3% | +8,094.4% | +1,815.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling