+152.9%
FTNT vs OUST
+594.6%
-441.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.5% | +6.7% | -1.1% |
| 7D | +7.1% | -3.8% | +10.8% | +7.3% |
| 30D | -30.9% | +5.1% | -35.9% | -31.3% |
| 3M | -23.1% | -25.8% | +2.7% | -22.0% |
| 6M | +8.1% | -2.0% | +10.1% | +6.4% |
| YTD | +60.2% | +54.7% | +5.5% | +50.4% |
| 1Y | +57.0% | +48.8% | +8.2% | +47.5% |
| 3Y | +152.9% | +607.8% | -454.9% | +103.3% |
| All | +152.9% | +594.6% | -441.7% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling