-34.5%
RBLX vs FTNT
+334.6%
-369.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +2.2% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | +28.0% | -3.0% | +31.0% | +29.1% |
| 3M | +4.6% | +7.6% | -3.0% | -0.9% |
| 6M | -24.7% | +87.0% | -111.6% | -47.2% |
| YTD | -43.8% | +96.5% | -140.4% | -61.7% |
| 1Y | -65.8% | +92.9% | -158.7% | -76.6% |
| 3Y | +59.4% | +139.8% | -80.5% | -11.8% |
| 5Y | -48.2% | +151.3% | -199.6% | -74.6% |
| All | -34.5% | +334.6% | -369.2% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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