+385.3%
FTNT vs OUST
-60.2%
+445.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.8% | +2.0% |
| 7D | -3.0% | +36.7% | -39.6% | -6.1% |
| 30D | -37.1% | -3.3% | -33.8% | -37.1% |
| 3M | -23.3% | -11.1% | -12.2% | -23.1% |
| 6M | +7.4% | +53.1% | -45.7% | +0.1% |
| YTD | +54.2% | +78.2% | -24.0% | +39.2% |
| 1Y | +49.7% | +50.0% | -0.3% | +37.1% |
| 3Y | +146.6% | +836.2% | -689.6% | +65.8% |
| 5Y | +75.4% | -50.0% | +125.4% | +55.8% |
| All | +385.3% | -60.2% | +445.5% | +333.5% |
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