+51.8%
FTNT vs RRX
+30.0%
+21.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +0.8% |
| 7D | -25.7% | +7.6% | -33.3% | -25.2% |
| 30D | -29.7% | +7.5% | -37.2% | -29.3% |
| 3M | -23.1% | -21.0% | -2.1% | -24.2% |
| 6M | +45.0% | -18.1% | +63.1% | +42.1% |
| YTD | +62.9% | +24.3% | +38.7% | +57.0% |
| 1Y | +51.8% | +29.3% | +22.5% | +44.6% |
| All | +51.8% | +30.0% | +21.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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