+145.8%
FTNT vs ROL
+1.0%
+144.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | -1.4% | -6.9% | +5.6% | -0.9% |
| 3M | +10.1% | -24.6% | +34.7% | +12.6% |
| 6M | +88.2% | -39.5% | +127.7% | +98.4% |
| YTD | +98.3% | -41.1% | +139.4% | +110.0% |
| 1Y | +96.0% | -37.9% | +133.9% | +105.6% |
| 3Y | +145.8% | +0.8% | +145.0% | +147.0% |
| All | +145.8% | +1.0% | +144.8% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling