+154.7%
FTNT vs ROL
+4.8%
+149.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -33.6% | +20.6% | -54.2% | -34.0% |
| 3M | -20.9% | +4.5% | -25.4% | -20.5% |
| 6M | +11.0% | -26.5% | +37.5% | +16.0% |
| YTD | +61.3% | -34.8% | +96.2% | +71.9% |
| 1Y | +53.1% | -33.2% | +86.3% | +62.4% |
| All | +154.7% | +4.8% | +149.9% | +152.6% |
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