+152.9%
FTNT vs RRC
+60.0%
+93.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +7.1% | +6.4% | +0.7% | +5.8% |
| 30D | -30.9% | +23.9% | -54.8% | -33.4% |
| 3M | -23.1% | +30.2% | -53.3% | -26.6% |
| 6M | +8.1% | +26.3% | -18.2% | +3.6% |
| YTD | +60.2% | +48.1% | +12.1% | +47.8% |
| 1Y | +57.0% | +37.7% | +19.3% | +46.9% |
| 3Y | +152.9% | +60.3% | +92.6% | +139.4% |
| All | +152.9% | +60.0% | +93.0% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling