+57.0%
FTNT vs RIG
+34.1%
+22.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.4% |
| 7D | +7.1% | +5.7% | +1.3% | +6.2% |
| 30D | -30.9% | -0.7% | -30.2% | -30.6% |
| 3M | -23.1% | -3.1% | -20.0% | -22.9% |
| 6M | +8.1% | -16.3% | +24.4% | +11.0% |
| YTD | +60.2% | +34.1% | +26.1% | +56.1% |
| 1Y | +57.0% | +38.2% | +18.8% | +53.0% |
| All | +57.0% | +34.1% | +22.9% | +53.0% |
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