+9,303.7%
FTNT vs RIG
-91.8%
+9,395.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -5.8% | +0.9% | -6.7% | -6.0% |
| 30D | -4.8% | +13.8% | -18.6% | -6.2% |
| 3M | +4.4% | -6.4% | +10.8% | +4.9% |
| 6M | +88.8% | -8.2% | +96.9% | +89.5% |
| YTD | +96.8% | +41.6% | +55.2% | +88.1% |
| 1Y | +104.5% | +88.7% | +15.8% | +88.6% |
| 3Y | +156.8% | -30.9% | +187.6% | +156.1% |
| 5Y | +144.1% | +57.7% | +86.4% | +112.5% |
| 10Y | +2,021.8% | -39.3% | +2,061.0% | +1,578.7% |
| All | +9,303.7% | -91.8% | +9,395.5% | +11,097.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling