+385.5%
FTNT vs OUST
-68.5%
+454.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.0% | +3.7% | -4.4% |
| 7D | -11.9% | -5.0% | -6.9% | -11.6% |
| 30D | -35.9% | -32.0% | -3.9% | -33.6% |
| 3M | -25.4% | -32.4% | +7.0% | -23.0% |
| 6M | +36.2% | +6.7% | +29.5% | +31.2% |
| YTD | +54.3% | +41.0% | +13.2% | +42.8% |
| 1Y | +42.5% | +18.0% | +24.5% | +33.8% |
| 3Y | +142.7% | +560.6% | -417.9% | +69.6% |
| 5Y | +79.5% | -55.1% | +134.7% | +62.0% |
| All | +385.5% | -68.5% | +454.0% | +344.5% |
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 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