+143.2%
FTNT vs OUST
+729.1%
-585.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.5% | +31.9% | -35.4% | -5.7% |
| 30D | -36.5% | -4.2% | -32.3% | -36.6% |
| 3M | -24.7% | -9.3% | -15.5% | -24.8% |
| 6M | +8.3% | +51.7% | -43.3% | +3.4% |
| YTD | +55.6% | +76.6% | -21.0% | +44.6% |
| 1Y | +50.2% | +48.9% | +1.3% | +41.0% |
| 3Y | +143.2% | +675.3% | -532.1% | +94.0% |
| All | +143.2% | +729.1% | -585.9% | +94.0% |
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