+90.1%
FTNT vs ROL
+14.4%
+75.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -33.6% | +20.6% | -54.2% | -37.2% |
| 3M | -20.9% | +4.5% | -25.4% | -22.0% |
| 6M | +11.0% | -26.5% | +37.5% | +22.4% |
| YTD | +61.3% | -34.8% | +96.2% | +85.0% |
| 1Y | +53.1% | -33.2% | +86.3% | +73.6% |
| 3Y | +152.1% | +4.5% | +147.6% | +124.8% |
| 5Y | +90.1% | +15.5% | +74.6% | +48.9% |
| All | +90.1% | +14.4% | +75.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling