+9,303.7%
FTNT vs RY
+605.6%
+8,698.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -5.8% | +3.1% | -9.0% | -7.7% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | +4.4% | +8.7% | -4.2% | -1.1% |
| 6M | +88.8% | +28.5% | +60.2% | +60.8% |
| YTD | +96.8% | +25.1% | +71.7% | +70.1% |
| 1Y | +104.5% | +46.3% | +58.2% | +60.3% |
| 3Y | +156.8% | +154.9% | +1.8% | +40.3% |
| 5Y | +144.1% | +140.3% | +3.8% | +39.5% |
| 10Y | +2,021.8% | +377.0% | +1,644.7% | +693.0% |
| All | +9,303.7% | +605.6% | +8,698.1% | +2,522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling