+9,303.7%
FTNT vs ROP
+735.7%
+8,568.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +2.3% |
| 7D | -5.8% | -4.4% | -1.4% | -3.0% |
| 30D | -4.8% | +3.2% | -8.0% | -6.8% |
| 3M | +4.4% | +23.1% | -18.6% | -10.3% |
| 6M | +88.8% | +13.3% | +75.5% | +71.1% |
| YTD | +96.8% | -7.9% | +104.7% | +103.4% |
| 1Y | +104.5% | -22.1% | +126.5% | +135.7% |
| 3Y | +156.8% | -16.8% | +173.6% | +179.7% |
| 5Y | +144.1% | -13.5% | +157.6% | +160.3% |
| 10Y | +2,021.8% | +137.7% | +1,884.1% | +1,002.5% |
| All | +9,303.7% | +735.7% | +8,568.0% | +1,886.1% |
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 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