+92.9%
FTNT vs RIG
+77.2%
+15.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.5% |
| 7D | -0.1% | -3.1% | +2.9% | +0.2% |
| 30D | -3.0% | -0.5% | -2.4% | -3.1% |
| 3M | +7.6% | -6.0% | +13.6% | +8.2% |
| 6M | +87.0% | -10.1% | +97.1% | +88.5% |
| YTD | +96.5% | +37.3% | +59.2% | +91.0% |
| 1Y | +92.9% | +73.9% | +19.0% | +85.9% |
| All | +92.9% | +77.2% | +15.8% | +85.9% |
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