+7,694.2%
FTNT vs ROP
+883.0%
+6,811.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.7% | -2.7% | +8.4% | +7.6% |
| 30D | -32.1% | +29.7% | -61.8% | -43.4% |
| 3M | -19.5% | +21.2% | -40.7% | -30.1% |
| 6M | +13.8% | +48.3% | -34.5% | -14.8% |
| YTD | +63.1% | +8.4% | +54.7% | +49.4% |
| 1Y | +57.7% | +6.0% | +51.7% | +46.5% |
| 3Y | +154.9% | -5.6% | +160.5% | +152.9% |
| 5Y | +89.3% | +1.3% | +88.0% | +79.3% |
| 10Y | +1,933.0% | +184.1% | +1,748.8% | +826.9% |
| All | +7,694.2% | +883.0% | +6,811.2% | +1,358.7% |
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