+89.8%
FTNT vs ROP
+1.9%
+87.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +7.1% | +0.7% | +6.3% | +6.6% |
| 30D | -30.9% | +28.8% | -59.7% | -41.3% |
| 3M | -23.1% | +21.1% | -44.2% | -32.2% |
| 6M | +8.1% | +52.5% | -44.4% | -19.6% |
| YTD | +60.2% | +8.9% | +51.3% | +50.8% |
| 1Y | +57.0% | +8.2% | +48.8% | +48.3% |
| 3Y | +152.9% | -5.2% | +158.1% | +157.5% |
| All | +89.8% | +1.9% | +87.9% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling