+57.0%
FTNT vs RRC
+36.3%
+20.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +7.1% | +6.4% | +0.7% | +6.0% |
| 30D | -30.9% | +23.9% | -54.8% | -31.5% |
| 3M | -23.1% | +30.2% | -53.3% | -24.2% |
| 6M | +8.1% | +26.3% | -18.2% | +6.7% |
| YTD | +60.2% | +48.1% | +12.1% | +54.9% |
| 1Y | +57.0% | +37.7% | +19.3% | +53.5% |
| All | +57.0% | +36.3% | +20.7% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling