+104.5%
FTNT vs ROST
+54.0%
+50.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -5.8% | +0.9% | -6.8% | -5.8% |
| 30D | -4.8% | -8.9% | +4.1% | -5.5% |
| 3M | +4.4% | -0.8% | +5.2% | +4.8% |
| 6M | +88.8% | +8.5% | +80.3% | +86.8% |
| YTD | +96.8% | +28.6% | +68.2% | +89.0% |
| 1Y | +104.5% | +52.3% | +52.1% | +87.0% |
| All | +104.5% | +54.0% | +50.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling