+7,554.6%
FTNT vs ROP
+887.4%
+6,667.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +7.1% | +0.7% | +6.3% | +6.6% |
| 30D | -30.9% | +28.8% | -59.7% | -42.1% |
| 3M | -23.1% | +21.1% | -44.2% | -33.2% |
| 6M | +8.1% | +52.5% | -44.4% | -20.5% |
| YTD | +60.2% | +8.9% | +51.3% | +46.3% |
| 1Y | +57.0% | +8.2% | +48.8% | +43.8% |
| 3Y | +152.9% | -5.2% | +158.1% | +150.2% |
| 5Y | +85.9% | +1.7% | +84.2% | +75.6% |
| 10Y | +1,896.5% | +185.4% | +1,711.2% | +807.7% |
| All | +7,554.6% | +887.4% | +6,667.3% | +1,328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling