+7,694.2%
FTNT vs ROL
+1,197.9%
+6,496.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +5.7% | -1.7% | +7.4% | +6.6% |
| 30D | -32.1% | +18.5% | -50.6% | -38.0% |
| 3M | -19.5% | +4.3% | -23.8% | -22.2% |
| 6M | +13.8% | -27.7% | +41.5% | +30.5% |
| YTD | +63.1% | -35.8% | +98.9% | +97.0% |
| 1Y | +57.7% | -34.1% | +91.8% | +87.6% |
| 3Y | +154.9% | +2.9% | +152.0% | +130.6% |
| 5Y | +89.3% | +12.7% | +76.6% | +58.8% |
| 10Y | +1,933.0% | +212.6% | +1,720.3% | +787.2% |
| All | +7,694.2% | +1,197.9% | +6,496.3% | +1,363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling