+7,694.2%
FTNT vs RRC
+15.2%
+7,679.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +5.7% | +2.5% | +3.2% | +5.4% |
| 30D | -32.1% | +21.1% | -53.2% | -34.0% |
| 3M | -19.5% | +28.4% | -47.8% | -22.5% |
| 6M | +13.8% | +26.5% | -12.7% | +9.6% |
| YTD | +63.1% | +47.0% | +16.1% | +53.4% |
| 1Y | +57.7% | +35.2% | +22.5% | +49.9% |
| 3Y | +154.9% | +61.0% | +93.9% | +133.7% |
| 5Y | +89.3% | +133.6% | -44.3% | +59.9% |
| 10Y | +1,933.0% | +72.1% | +1,860.9% | +1,541.0% |
| All | +7,694.2% | +15.2% | +7,679.0% | +6,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling