+2,111.2%
FTNT vs ROP
+135.7%
+1,975.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +1.6% | -8.0% | +9.6% | +7.0% |
| 30D | -1.9% | -2.7% | +0.9% | -0.3% |
| 3M | +14.4% | +16.6% | -2.2% | +2.0% |
| 6M | +88.7% | +10.4% | +78.3% | +74.1% |
| YTD | +100.0% | -12.1% | +112.1% | +113.4% |
| 1Y | +99.9% | -23.6% | +123.5% | +133.8% |
| 3Y | +147.9% | -19.3% | +167.3% | +175.6% |
| 5Y | +155.8% | -15.4% | +171.2% | +175.6% |
| All | +2,111.2% | +135.7% | +1,975.5% | +1,221.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling