+9,359.7%
FTNT vs RRX
+304.3%
+9,055.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.7% |
| 7D | +1.7% | -0.7% | +2.5% | +2.0% |
| 30D | -4.3% | -8.0% | +3.7% | -1.6% |
| 3M | +13.6% | -25.1% | +38.7% | +23.1% |
| 6M | +87.6% | -18.3% | +105.9% | +91.6% |
| YTD | +98.0% | +14.2% | +83.8% | +75.0% |
| 1Y | +96.9% | +13.0% | +83.9% | +73.2% |
| 3Y | +145.4% | +4.2% | +141.2% | +108.2% |
| 5Y | +153.0% | +17.9% | +135.1% | +99.2% |
| 10Y | +2,098.3% | +220.4% | +1,877.8% | +935.0% |
| All | +9,359.7% | +304.3% | +9,055.3% | +3,990.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling