+83.4%
FTNT vs OUST
-45.2%
+128.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.5% | +31.9% | -35.4% | -6.5% |
| 30D | -36.5% | -4.2% | -32.3% | -36.5% |
| 3M | -24.7% | -9.3% | -15.5% | -24.7% |
| 6M | +8.3% | +51.7% | -43.3% | +0.8% |
| YTD | +55.6% | +76.6% | -21.0% | +40.1% |
| 1Y | +50.2% | +48.9% | +1.3% | +37.2% |
| 3Y | +143.2% | +675.3% | -532.1% | +63.4% |
| All | +83.4% | -45.2% | +128.6% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling