+370.9%
FTNT vs OUST
-64.1%
+435.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -4.4% |
| 7D | -12.7% | +17.0% | -29.7% | -14.2% |
| 30D | -37.2% | -16.5% | -20.7% | -36.3% |
| 3M | -25.8% | -23.7% | -2.1% | -24.4% |
| 6M | +32.1% | +18.4% | +13.7% | +25.7% |
| YTD | +49.7% | +60.8% | -11.1% | +36.5% |
| 1Y | +47.6% | +44.2% | +3.4% | +35.7% |
| 3Y | +137.2% | +668.1% | -530.9% | +63.1% |
| 5Y | +74.2% | -48.8% | +123.0% | +54.9% |
| All | +370.9% | -64.1% | +435.0% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling