+141.6%
FTNT vs RIG
-31.2%
+172.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +1.7% | -8.2% | +9.9% | +2.7% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +13.6% | -2.7% | +16.3% | +13.6% |
| 6M | +87.6% | -7.5% | +95.0% | +88.2% |
| YTD | +98.0% | +38.3% | +59.7% | +90.3% |
| 1Y | +96.9% | +81.8% | +15.1% | +83.2% |
| All | +141.6% | -31.2% | +172.8% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling