+139.8%
FTNT vs RRX
+5.4%
+134.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.4% | -2.2% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.0% | -6.1% | +3.2% | -2.3% |
| 3M | +7.6% | -23.1% | +30.6% | +10.3% |
| 6M | +87.0% | -19.5% | +106.5% | +87.7% |
| YTD | +96.5% | +16.1% | +80.5% | +81.7% |
| 1Y | +92.9% | +12.9% | +80.0% | +78.7% |
| 3Y | +139.8% | +7.9% | +131.9% | +137.2% |
| All | +139.8% | +5.4% | +134.5% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling