+9,303.7%
FTNT vs RIO
+402.6%
+8,901.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -5.8% | 0.0% | -5.8% | -5.9% |
| 30D | -4.8% | +4.0% | -8.7% | -6.1% |
| 3M | +4.4% | +0.1% | +4.3% | +4.0% |
| 6M | +88.8% | +12.7% | +76.1% | +79.5% |
| YTD | +96.8% | +35.6% | +61.3% | +75.1% |
| 1Y | +104.5% | +73.7% | +30.8% | +66.9% |
| 3Y | +156.8% | +93.3% | +63.5% | +98.1% |
| 5Y | +144.1% | +92.4% | +51.6% | +84.3% |
| 10Y | +2,021.8% | +606.9% | +1,414.8% | +886.3% |
| All | +9,303.7% | +402.6% | +8,901.2% | +4,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling