+155.8%
FTNT vs RIO
+90.3%
+65.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.2% |
| 7D | +1.6% | -3.4% | +4.9% | +2.5% |
| 30D | -1.9% | +0.6% | -2.5% | -2.2% |
| 3M | +14.4% | +2.5% | +11.8% | +13.2% |
| 6M | +88.7% | +10.8% | +77.9% | +81.5% |
| YTD | +100.0% | +30.5% | +69.6% | +82.5% |
| 1Y | +99.9% | +68.1% | +31.7% | +68.2% |
| 3Y | +147.9% | +94.0% | +53.9% | +94.1% |
| 5Y | +155.8% | +92.0% | +63.8% | +97.0% |
| All | +155.8% | +90.3% | +65.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling