+2,072.5%
FTNT vs RRX
+228.4%
+1,844.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.4% | -2.8% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.0% | -6.1% | +3.2% | -1.3% |
| 3M | +7.6% | -23.1% | +30.6% | +14.6% |
| 6M | +87.0% | -19.5% | +106.5% | +91.3% |
| YTD | +96.5% | +16.1% | +80.5% | +73.8% |
| 1Y | +92.9% | +12.9% | +80.0% | +70.9% |
| 3Y | +139.8% | +7.9% | +131.9% | +102.8% |
| 5Y | +151.3% | +19.1% | +132.2% | +99.2% |
| All | +2,072.5% | +228.4% | +1,844.1% | +991.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling