+2,369.3%
FTAI vs DPZ
+258.3%
+2,111.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.9% |
| 7D | +0.2% | +2.2% | -2.0% | -0.2% |
| 30D | +10.7% | +15.5% | -4.8% | +7.8% |
| 3M | -16.4% | -2.0% | -14.4% | -16.4% |
| 6M | -32.2% | +12.1% | -44.4% | -34.1% |
| YTD | -7.7% | -16.6% | +8.9% | -5.5% |
| 1Y | +18.7% | -14.6% | +33.3% | +20.9% |
| 3Y | +354.3% | -4.1% | +358.5% | +353.7% |
| 5Y | +850.7% | -28.3% | +879.0% | +868.6% |
| 10Y | +2,664.3% | +141.3% | +2,523.1% | +2,409.5% |
| All | +2,369.3% | +258.3% | +2,111.0% | +2,128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling