+104.5%
FTNT vs ROP
-21.5%
+125.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.9% |
| 7D | -5.8% | -4.4% | -1.4% | -4.7% |
| 30D | -4.8% | +3.2% | -8.0% | -5.4% |
| 3M | +4.4% | +23.1% | -18.6% | -2.0% |
| 6M | +88.8% | +13.3% | +75.5% | +80.9% |
| YTD | +96.8% | -7.9% | +104.7% | +94.1% |
| 1Y | +104.5% | -22.1% | +126.5% | +107.1% |
| All | +104.5% | -21.5% | +125.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling