+92.9%
FTNT vs ROST
+55.6%
+37.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.1% |
| 30D | -3.0% | -6.9% | +3.9% | -3.5% |
| 3M | +7.6% | -3.3% | +10.9% | +8.0% |
| 6M | +87.0% | +9.0% | +77.9% | +84.9% |
| YTD | +96.5% | +28.9% | +67.7% | +88.3% |
| 1Y | +92.9% | +54.0% | +39.0% | +74.5% |
| All | +92.9% | +55.6% | +37.4% | +74.5% |
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