+2,072.5%
FTNT vs RIG
-41.2%
+2,113.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.6% |
| 7D | -0.1% | -3.1% | +2.9% | +0.1% |
| 30D | -3.0% | -0.5% | -2.4% | -3.0% |
| 3M | +7.6% | -6.0% | +13.6% | +7.9% |
| 6M | +87.0% | -10.1% | +97.1% | +87.9% |
| YTD | +96.5% | +37.3% | +59.2% | +90.0% |
| 1Y | +92.9% | +73.9% | +19.0% | +82.0% |
| 3Y | +139.8% | -30.2% | +170.0% | +138.8% |
| 5Y | +151.3% | +62.5% | +88.9% | +125.3% |
| All | +2,072.5% | -41.2% | +2,113.6% | +1,709.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling