+9,303.7%
FTNT vs ROST
+2,294.1%
+7,009.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | +0.9% | -6.8% | -6.2% |
| 30D | -4.8% | -8.9% | +4.1% | -1.7% |
| 3M | +4.4% | -0.8% | +5.2% | +4.0% |
| 6M | +88.8% | +8.5% | +80.3% | +80.6% |
| YTD | +96.8% | +28.6% | +68.2% | +76.1% |
| 1Y | +104.5% | +52.3% | +52.1% | +70.9% |
| 3Y | +156.8% | +94.8% | +61.9% | +91.8% |
| 5Y | +144.1% | +110.8% | +33.3% | +72.0% |
| 10Y | +2,021.8% | +304.5% | +1,717.2% | +981.7% |
| All | +9,303.7% | +2,294.1% | +7,009.7% | +1,994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling