+212.8%
RDDT vs FTNT
+127.6%
+85.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +2.1% |
| 7D | +2.1% | -0.1% | +2.3% | +2.2% |
| 30D | +2.8% | -3.0% | +5.8% | +3.1% |
| 3M | -8.9% | +7.6% | -16.5% | -11.9% |
| 6M | +15.1% | +87.0% | -71.9% | -9.3% |
| YTD | -31.4% | +96.5% | -127.9% | -47.2% |
| 1Y | -39.4% | +92.9% | -132.4% | -52.9% |
| All | +212.8% | +127.6% | +85.2% | +173.4% |
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