+99.9%
FTNT vs RRC
+24.3%
+75.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +86.3% |
| YTD | +100.0% | +19.4% | +80.7% | +92.8% |
| 1Y | +99.9% | +21.4% | +78.4% | +101.0% |
| All | +99.9% | +24.3% | +75.6% | +101.0% |
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