+863.0%
FTAI vs DPZ
-34.0%
+897.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.7% | -4.7% |
| 7D | -0.2% | -7.3% | +7.1% | +1.9% |
| 30D | -13.6% | -7.6% | -6.1% | -11.8% |
| 3M | -20.6% | +1.8% | -22.4% | -21.6% |
| 6M | -32.6% | -21.8% | -10.8% | -27.8% |
| YTD | -5.4% | -22.0% | +16.6% | +1.1% |
| 1Y | +12.9% | -28.6% | +41.5% | +24.0% |
| 3Y | +428.1% | -13.1% | +441.2% | +438.1% |
| 5Y | +863.0% | -33.2% | +896.2% | +873.3% |
| All | +863.0% | -34.0% | +897.0% | +873.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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