+407.6%
FTNT vs OUST
-60.6%
+468.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | +14.0% | -15.0% | -2.4% |
| 30D | -33.6% | +2.5% | -36.2% | -34.0% |
| 3M | -20.9% | -15.3% | -5.6% | -20.2% |
| 6M | +11.0% | +42.6% | -31.6% | +4.1% |
| YTD | +61.3% | +76.6% | -15.3% | +45.8% |
| 1Y | +53.1% | +54.1% | -0.9% | +39.9% |
| 3Y | +152.1% | +675.3% | -523.2% | +73.8% |
| 5Y | +90.1% | -45.1% | +135.2% | +67.7% |
| All | +407.6% | -60.6% | +468.2% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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