+162.8%
FTNT vs RRX
+17.8%
+145.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.4% | -2.6% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.0% | -6.1% | +3.2% | -1.6% |
| 3M | +7.6% | -23.1% | +30.6% | +13.2% |
| 6M | +87.0% | -19.5% | +106.5% | +89.9% |
| YTD | +96.5% | +16.1% | +80.5% | +74.7% |
| 1Y | +92.9% | +12.9% | +80.0% | +71.9% |
| 3Y | +139.8% | +7.9% | +131.9% | +106.6% |
| All | +162.8% | +17.8% | +145.0% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling