+137.2%
FTNT vs OUST
+626.4%
-489.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -4.1% |
| 7D | -12.7% | +17.0% | -29.7% | -13.8% |
| 30D | -37.2% | -16.5% | -20.7% | -36.6% |
| 3M | -25.8% | -23.7% | -2.1% | -24.8% |
| 6M | +32.1% | +18.4% | +13.7% | +27.8% |
| YTD | +49.7% | +60.8% | -11.1% | +40.0% |
| 1Y | +47.6% | +44.2% | +3.4% | +38.9% |
| 3Y | +137.2% | +668.1% | -530.9% | +86.8% |
| All | +137.2% | +626.4% | -489.2% | +86.8% |
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 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