+104.5%
FTNT vs RIG
+97.6%
+6.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | -4.8% | +13.8% | -18.6% | -6.6% |
| 3M | +4.4% | -6.4% | +10.8% | +5.1% |
| 6M | +88.8% | -8.2% | +96.9% | +89.8% |
| YTD | +96.8% | +41.6% | +55.2% | +90.7% |
| 1Y | +104.5% | +88.7% | +15.8% | +97.0% |
| All | +104.5% | +97.6% | +6.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling