+88.7%
FTNT vs RRX
-19.6%
+108.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +3.0% | +0.9% |
| 7D | +1.6% | -3.7% | +5.3% | +1.3% |
| 30D | -1.9% | -9.3% | +7.4% | -2.7% |
| 3M | +14.4% | -21.8% | +36.2% | +13.4% |
| 6M | +88.7% | -22.0% | +110.7% | +80.1% |
| All | +88.7% | -19.6% | +108.3% | +80.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling