+691.8%
PANW vs OUST
-62.4%
+754.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -10.3% | +5.2% | -15.5% | -10.9% |
| 30D | -8.1% | -19.3% | +11.2% | -6.2% |
| 3M | +19.3% | -22.6% | +42.0% | +20.7% |
| 6M | +110.2% | +62.8% | +47.4% | +94.2% |
| YTD | +80.9% | +68.3% | +12.6% | +65.8% |
| 1Y | +73.3% | +28.5% | +44.7% | +60.9% |
| 3Y | +174.6% | +554.0% | -379.4% | +94.6% |
| 5Y | +327.1% | -56.2% | +383.3% | +289.8% |
| All | +691.8% | -62.4% | +754.3% | +582.5% |
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