+2,111.2%
FTNT vs RRC
+6.5%
+2,104.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | -1.2% | +2.7% | +1.7% |
| 30D | -1.9% | +3.0% | -4.9% | -2.2% |
| 3M | +14.4% | +7.3% | +7.1% | +13.3% |
| 6M | +88.7% | +3.6% | +85.1% | +87.4% |
| YTD | +100.0% | +19.4% | +80.7% | +95.5% |
| 1Y | +99.9% | +21.4% | +78.4% | +94.6% |
| 3Y | +147.9% | +32.8% | +115.2% | +137.2% |
| 5Y | +155.8% | +152.0% | +3.8% | +125.8% |
| All | +2,111.2% | +6.5% | +2,104.7% | +1,907.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling