+519.3%
FTNT vs OUST
-62.4%
+581.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -5.8% | +5.2% | -11.1% | -6.3% |
| 30D | -4.8% | -19.3% | +14.5% | -3.1% |
| 3M | +4.4% | -22.6% | +27.1% | +5.1% |
| 6M | +88.8% | +62.8% | +26.0% | +74.0% |
| YTD | +96.8% | +68.3% | +28.5% | +79.7% |
| 1Y | +104.5% | +28.5% | +75.9% | +89.2% |
| 3Y | +156.8% | +554.0% | -397.3% | +80.5% |
| 5Y | +144.1% | -56.2% | +200.3% | +120.6% |
| All | +519.3% | -62.4% | +581.8% | +459.6% |
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