+1,868.3%
FTNT vs RY
+354.4%
+1,513.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -3.5% | -0.6% | -3.0% | -3.1% |
| 30D | -36.5% | +6.1% | -42.7% | -39.0% |
| 3M | -24.7% | -3.4% | -21.4% | -23.5% |
| 6M | +8.3% | +12.8% | -4.5% | -0.5% |
| YTD | +55.6% | +21.0% | +34.6% | +35.8% |
| 1Y | +50.2% | +40.5% | +9.7% | +18.6% |
| 3Y | +143.2% | +159.9% | -16.7% | +25.2% |
| 5Y | +85.5% | +125.0% | -39.5% | +5.8% |
| 10Y | +1,868.3% | +350.6% | +1,517.7% | +705.0% |
| All | +1,868.3% | +354.4% | +1,513.9% | +705.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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