+2,111.2%
FTNT vs ROL
+210.1%
+1,901.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +1.6% | -3.2% | +4.8% | +3.0% |
| 30D | -1.9% | -6.6% | +4.7% | +0.8% |
| 3M | +14.4% | -27.3% | +41.7% | +30.1% |
| 6M | +88.7% | -38.1% | +126.7% | +129.5% |
| YTD | +100.0% | -41.8% | +141.8% | +148.9% |
| 1Y | +99.9% | -37.8% | +137.7% | +139.8% |
| 3Y | +147.9% | -0.3% | +148.3% | +127.0% |
| 5Y | +155.8% | -5.1% | +160.9% | +134.0% |
| All | +2,111.2% | +210.1% | +1,901.1% | +1,147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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