+2,072.5%
FTNT vs RIO
+608.6%
+1,463.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.9% |
| 30D | -3.0% | +0.9% | -3.9% | -3.5% |
| 3M | +7.6% | -1.4% | +9.0% | +7.7% |
| 6M | +87.0% | +10.9% | +76.0% | +78.5% |
| YTD | +96.5% | +31.2% | +65.3% | +76.1% |
| 1Y | +92.9% | +67.9% | +25.0% | +58.1% |
| 3Y | +139.8% | +88.8% | +51.1% | +84.2% |
| 5Y | +151.3% | +93.1% | +58.2% | +86.5% |
| All | +2,072.5% | +608.6% | +1,463.8% | +974.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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