+162.8%
FTNT vs OSCR
+96.8%
+66.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -0.1% | +1.6% | -1.8% | -0.3% |
| 30D | -3.0% | +10.7% | -13.6% | -4.2% |
| 3M | +7.6% | +13.4% | -5.8% | +5.7% |
| 6M | +87.0% | +144.6% | -57.6% | +68.0% |
| YTD | +96.5% | +128.0% | -31.5% | +77.4% |
| 1Y | +92.9% | +68.7% | +24.3% | +78.0% |
| 3Y | +139.8% | +398.8% | -258.9% | +73.6% |
| All | +162.8% | +96.8% | +66.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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