+141.6%
FTNT vs RIO
+95.3%
+46.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +1.0% | +0.8% | +1.6% |
| 30D | -4.3% | +4.0% | -8.3% | -4.9% |
| 3M | +13.6% | +4.5% | +9.1% | +12.5% |
| 6M | +87.6% | +17.3% | +70.2% | +80.9% |
| YTD | +98.0% | +36.2% | +61.8% | +84.7% |
| 1Y | +96.9% | +76.1% | +20.8% | +73.5% |
| All | +141.6% | +95.3% | +46.3% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling